I find that simply find_package(VTK) allows the GDCM build to proceed, although Could NOT find LibPROJ is still issued as a warning. This may be an acceptable workaround, because GDCM component configuration is not trivial.
Back to my original question. When a custom location is used for LibPROJ_ROOT, where in the VTK build should the custom location be embedded? Somewhere besides the library object file, so that CMake can find it? Am I specifying this incorrectly in my CMake setup for the VTK build?