Is your feature request related to a problem? Please describe.
Whenever a lambda backed custom resource creation fails, "github.com/aws/aws-lambda-go/cfn" returns a physicalResourceID to CloudFormation which doesn't exist. Then when CloudFormation tries to DELETE non-existent resource it fails. I have to manually skip the deletion of that particular custom resource to delete the Stack.
Describe the solution you'd like
Custom CloudFormation Resource should be able to be deleted like other normal Resources even though the CREATE event was not successful
Additional context
####### Here My Custom Resource is returning some ID when failed to create

####### Here AWS Security Group returning nothing when failed to create

Related PR
remind101/empire#918