app.module.ts

// app.module.ts
// ---------------------------
import { AuthModule, AuthClientConfig } from '@auth0/auth0-angular';

// Provide an initializer function that returns a Promise
function configInitializer(
  handler: HttpBackend,
  config: AuthClientConfig
) {
  return () =>
    new HttpClient(handler)
      .get('/config')
      .toPromise()
      .then((loadedConfig: any) => config.set(loadedConfig));   // Set the config that was loaded asynchronously here
}

// Provide APP_INITIALIZER with this function. Note that there is no config passed to AuthModule.forRoot
imports: [
  // other imports..

  HttpClientModule,
  AuthModule.forRoot(),   //<- don't pass any config here
],
providers: [
  {
    provide: APP_INITIALIZER,
    useFactory: configInitializer,    // <- pass your initializer function here
    deps: [HttpBackend, AuthClientConfig],
    multi: true,
  },
],