A bit late with the answer, but maybe this will help someone else reaching this.
I had the same issue, I guess because I used Gmail with my custom domain, so it was already registerd and verfied with Google through the MX record.
What you need to do is go to Google's Webmaster, there you can see all your Google registered domains (make sure you are logged in to your Google account). Than:
- Click on the domain you want
- Now you can see if and how it is verified
- If needed, to add a CNAME record click "Verify using a different method"
- Choose your DNS provider
- Make sure the record type is set to CNAME, if not click "Add a CNAME record" at the bottom
- Use label/host field as record name and destination/target as record value
Make sure to also add the global Google CNAME record:
- record name: blog.my-domain.com (Your unique domain)
- record value: ghs.google.com (Google's global value)
Worth mentioning that it takes some time for the records to set.