yEd supports (de-)serializing custom properties only with its GraphML file format.
All other graph exchange formats in yEd (i.e.YGF, GML, XGML, and TGF) are legacy formats that are not updated with improvements anymore. This has been the case for a very long time (I think well over ten years).
This leaves you the following options:
- Open your XGML files in yEd, manually add your custom properties (see "Edit" -> "Manage Custom Properties"), save your diagram to GraphML, and work with GraphML from then on.
- Create an XSLT stylesheet that transforms your XGML documents into GraphML documents and use yEd's support for "XML + XSL" to open your XGML files through your stylesheet. If your stylesheet properly reproduces your custom properties in the resulting GraphML document, your custom properties will be available in yEd. If you want to edit the resulting diagram (especially custom property values), you will have to save your diagram in GraphML format.
- Use yEd as an XGML viewer application only.
That said, I do not understand what you mean by "having a .cnfg is not really useful and should not be needed for such a simple process". yEd does not use that file name extension. (yEd offers the possibility to export properties mapper configurations to *.cnfx files, but these files do not store any graph information at all.)