Hi Craig,
To disable the shortcut that shows the "Customize CommandBars" dialog, you should set the Shortcut property of the diagram command bars manager to null. You can also remove the "Customize..." menu item from the "Tools" menu if you want. The following piece of code preforms these actions:
NDiagramCommandBarsManager manager;
...
// Disable the "Ctrl + Shift + E" shortcut
manager.Shortcut = null;
// Remove the "Customize" command from the menu, too
NDiagramCommandCollection commands = manager.Commander.Commands;
NDiagramCommand customizeCommand = commands.GetCommandFromId((int)DiagramCommand.Customize);
commands.Remove(customizeCommand);