Okay I tried Malzahar, he's actually really good great. I managed to play him and get gromp first level without a leash, and still had a LOT of health left
Start Q, E or W depending on the situation:
If you think you'll get a bad leash, or no leash at all, you have to take W.
If you think you'll get an early invade, take Q
If you think you'll get a bad leash, or no leash at all, and you'll get an early invade, good luck. Maybe E, but who the hell survives an invade alone if they're up against a champ they think will invade (implying that champion is good at invading therefore good at 1v1 at the very least, or will outnumber you.)
Take E if you have a perfect tank leash and no invades will happen.
You have to predict it from as early as the loading screen. Don't bother choosing between gromp and krug, choose the one that'll give you the best leash. Preferably, beg for a leash for blue or red instead of gromp or krugs.
E is a targeted ability so you'll need to back on your first monster camp if you take it without a tank leash, putting you behind.
From the spawn, immediately take the ability you predicted you'll need if it's Q or W, and spam it 0-3 times in spawn, then open your shop and buy Talisman and potions. Don't waste any time. This should take you 27 or 42 seconds in spawn at most, depending on whether you take Q or W first. When you get to your camp, cast 1-2 abilities, to summon your voidling, if your leash wants you to tank. Avoid summoning if you have a tank leash. You can have no leash like Shaco for gromp and stuff but it's kinda risky for red buff and blue buff, but still possible to leave with enough health for a few more camps.
From there, it's almost like Warwick in ganks: Don't gank until 6. Then you get a point and click instant suppression that's long ranged, and your ganks are gold. You can pop into lanes and harass the enemy laner a bit since you're a Mage and will probably come across times when all your camps are cleared (no joke, I wait 10~ more seconds for raptors to respawn by the time I get both buffs, gromp, wolves, and krugs) and counter jungling seems too scary.
Your skill order after first camp is dependant on your playstyle.
R > W > E > Q if you like farming jungle
R > E > W > Q if you like farming lane
R > Q > W > E if you like ganking top lane
R > E > Q > W if you like ganking mid lane
R > Q > E > W if you like ganking bot lane
Take Chilling smite + RoA + Liandries + Rylai's + Whatever boots with alacrity + Cinderhulk + Rabadon's/Abyssal/Warmog's/whatever
Don't bother with Warrior unless you're not following this build and going AD Malzahar, and don't go Runeglaive, you might as well just use lich and because Cinderhulk's HP boost goes amazing with your HP-AP items and you don't need the extra mana and clears. It then all goes together as either a tank, tank shredder, or assassin depending on your last item.