BTW, the idiom seems quite wasteful to me...

maybe wasteful, but is there any way to force syntax formatter keep the double braces initialization in the same format as shown by @dfa?

new Foo() {{
    // some code here
}}

alt-shift-f breaks it into

new Foo() {
    {
        // some code here
    }
}

which is waste of lines and looks ugly

Agreed. Handling double braces in a special way would be very helpful.  Although the idiom is often discouraged, I think it does have a place, particularly when using a tool like JMockit.  

You see this very often when using JMockit:

    new Expectations()
    {{
        myClass.getValue();
        returns(11);
    }};

However, it gets reformatted to this:

    new Expectations()
    {
      {
        myClass.getValue();
        returns(11);
      }
    };

You also see this idiom initializing Sets, etc.:

  Set<Integer> intSet = new HashSet<Integer>(){{ add(4); }};

Which gets reformatted to:

  Set<Integer> intSet = new HashSet<Integer>()
           {
             {
               add(4);
             }
  };

I think the first sample would be better, and something like this if the other preferences cause the initialization to wrap:

  Set<Integer> intSet = new HashSet<Integer>()
  {{
    add(4);
  }};



I think a reasonable solution would be an option for "keep braces together in double brace initialization idiom" -- which means when a class/variable initialization/override uses the initialization idiom, for formatting purposes treat it as a single brace (subject to all the newline stuff, etc. associated with single braces).