Auto-inserting glyphs in data merge

Hi all,

I am doing a data merge for a client's envelope order with 1000+ addresses included.  The client would like me to use a font with glyphs featuring script letters, and to use these glyphs on the first letter of the recipient's first and last names (i added an image as an example).  To do this, i have to insert the gylph in the right area of the name, and resize the letter to make it the same point size as the rest of the text.  Doing this for every address is not practical, and i am wondering if there is a work around for this.  Perhaps an auto-insert glyphs feature, or recording the action like in Photoshop?  Or possibly using a script, but I don't know much about doing this. Any advice is much appreciated!