I assume when you say "customize" you don't mean anything besides changing the parentheses colors. Look in $VIMRUNTIME/syntax/lisp.vim
and search for "lisp_rainbow" and you'll find this
if &bg == "dark"
hi def hlLevel0 ctermfg=red guifg=red1
hi def hlLevel1 ctermfg=yellow guifg=orange1
hi def hlLevel2 ctermfg=green guifg=yellow1
hi def hlLevel3 ctermfg=cyan guifg=greenyellow
hi def hlLevel4 ctermfg=magenta guifg=green1
hi def hlLevel5 ctermfg=red guifg=springgreen1
hi def hlLevel6 ctermfg=yellow guifg=cyan1
hi def hlLevel7 ctermfg=green guifg=slateblue1
hi def hlLevel8 ctermfg=cyan guifg=magenta1
hi def hlLevel9 ctermfg=magenta guifg=purple1
else
hi def hlLevel0 ctermfg=red guifg=red3
hi def hlLevel1 ctermfg=darkyellow guifg=orangered3
hi def hlLevel2 ctermfg=darkgreen guifg=orange2
hi def hlLevel3 ctermfg=blue guifg=yellow3
hi def hlLevel4 ctermfg=darkmagenta guifg=olivedrab4
hi def hlLevel5 ctermfg=red guifg=green4
hi def hlLevel6 ctermfg=darkyellow guifg=paleturquoise3
hi def hlLevel7 ctermfg=darkgreen guifg=deepskyblue4
hi def hlLevel8 ctermfg=blue guifg=darkslateblue
hi def hlLevel9 ctermfg=darkmagenta guifg=darkviolet
endif
So just override whatever colors you want. This command will change the first level of red to blue:
:hi hlLevel0 ctermfg=blue guifg=blue
Don't know if you can just put this line in your vimrc...it may depend on what order things are loaded, when/where you set g:lisp_rainbow, etc. Worse comes to worst, you could add an autocommand
for filetype lisp in vimrc and add your overrides to that.