Recessed LED lights need to be turned on twice to work
I recently added some canless LEDs on a multi-way switch with a dimmer and I noticed something interesting. If I have the dimmer set very low (near or at the lowest setting), the lights will not engage at all. Adjusting the dimmer to a higher brightness and switching them back on seems to work. I would try leaving the dimmer at least at 50% or higher and see if that fixes the problem (you can always dim them once they are on).

The catch with LED fixtures and LED dimmers is they aren't always compatible. Some even go so far as to list dimmers they work with, and will exclude supporting any others (even if they are LED compatible).