There are basically 2 ways to extend di-live, either with live-installer scripts or with full fledged di-live components.

live-installer scripts:
Live installer scripts live in /usr/lib/live-installer.d and will be executed inside the /target chroot. They do not support user interaction, and will be executed on firstboot when running live (for example: regeneration of ssh keys).

di-live components:
As you already know, they live in /usr/lib/di-live.d . They are executed outside of the /target chroot (ie. in the live system), so you need to take care of chrooting (di-live makes this easy, see below).

Note that di-live leverages debconf for user interaction, you cannot use ncurses/dialog without hacking di-live/d-i to pieces. Under normal circumstances, for debconf to interact with the user you would be required to create a template and have it installed together with your package. This can become tedious especially for adhoc scripts, so di-live provides simple methods to get around this.

So, for example, if you would like to get input from the user and use it to do something in the /target chroot, you would do something like this:

#!/usr/bin/python
import sys
import common

TARGET = "/target"
def main():
    if not common.target_mounted(TARGET):
        sys.exit(10) # return to menu

    db = common.Debconf()
    foo = db.get_input('Enter value for foo', 'default foo value')
    bar = db.get_password('Enter password')

    chroot = common.Chroot(TARGET)
    chroot.system('foobar-config --silent %s %s' % (foo, bar))

if __name__ == "__main__":
    main()

See common.py for more info.

Note: Your scripts must NOT print to stdout or stderr, as this will cause issues with debconf. Rather, if an error occured, you should write to /var/log/di-live.log and exit with errorcode 10 (tells d-i to backup a step).

I hope the above helps...