prove is a wrapper around App::Prove. The easy way to do start-up code followed by shuffed tests is to write your own "prove" script that runs the start-up code and then creates and runs an App::Prove instance. You can also add tear-down code this way:

(Note: this is meant as pseudocode - please ignore typos)

use strict;
use warninges;
use App::Prove;

#put set-up code here

my $oProve = App::Prove->new;
$oProve->process_args(@ARGV);
my $iExit = $oProve->run ? 0 : 1;

#put tear-down code here

#and we're done
exit($iExit);
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Best, beth