If your plan involves using a LDO or switching voltage regulator to create your 3.3V power, the easiest way to be 100% sure you'll meet the power up sequence requirement is to choose a regulator chip with an active-high enable pin. Most modern regulator chips with enable are active-high, but some old ones might be active-low, so check the datasheet before you finalize the decision.
Then just wire Teensy's 3.3V power to your regulator enable pin. When Teensy's power comes up, it will enable your regulator to provide power to the audio shield.
You might also consider how to discharge the capacitors when power turns off. Many modern LDO regulators have an active discharge feature, where a resistor inside the regulator quickly and completely discharges the output capacitor when you disable the regulator. But if you don't have this, you might consider just placing an extra resistor across power and GND. Sure it wastes a little power while on, but when you turn off the power a real resistor will assure the capacitor fully discharges.