receive signal before process is being killed by OOM killer / cgroups

It's possible to register for a notification for when a cgroup's memory usage goes above a threshold. In principle, setting the threshold at a suitable point below the actual limit would let you send a signal or take other action.

See:

https://www.kernel.org/doc/Documentation/cgroup-v1/memory.txt

OOM killer does send a SIGKILL as it would otherwise be counter-productive to let the problematic program the choice of continuing.

This means that there is absolutely no way for a process to know when it is about to get killed by it.

Managing such issues usually imply making corrections to the programs or their configuration. Sometimes, depending on the system's configuration, simply increasing swap space can give the OS more memory management flexibility to avoid such drastic measures.