Most PICs power-up with the I/O's in Analog or Input Mode.

If your first commands set the Relay I/O's to whichever the Failsafe state is, followed by the TRIS for those I/O's, you should not experience any problems.

There is a gotcha here... that IF your I/O's are driving something like a ULN2004 or similar High-Current Driver, and you are using a Port with internal Global Pull-Up's (like PORTB on a 16F628), then the act of switching-ON the internal Pull-ups BEFORE you've set any I/O's to OUTPUT would be enough to flip them into an undesired state.

So the rule is... immediately on Power-Up...

1. Set your OUTPUTS to the desired High/Low state
2. Disable any ANALOG
3. Set appropriate TRIS for that PORT.

Worst case scenario, is that Relays take a few mS to react, and if you mess up you might pulse the Relays with a few uS in the wrong state... theoretically, it shouldn't affect things... anyone with a Pacemaker please step forward for an experiment...