It looks like the easiest way to do this is to tell gunicorn to preload your application using the preload_app option. This assumes that you can load the data structure as a module-level variable:
from flask import Flask
from your.application import CustomDataStructure
CUSTOM_DATA_STRUCTURE = CustomDataStructure('/data/lives/here')
# @app.routes, etc.
Alternatively, you could use a memory-mapped file (if you can wrap the shared memory with your custom data structure), gevent with gunicorn to ensure that you’re only using one process, or the multi-processing module to spin up your own data-structure server which you connect to using IPC.