XLAM / XLA Addins: is there a better way?

I don't know of a way around this with .xla/.xlam add-ins.

But this issue does not occur with .xll add-ins. These can be created in C using the Excel 2010 SDK, or in managed languages like VB.NET or C# using the free Excel-DNA library.

(Disclaimer: I'm the developer of Excel-DNA. This issue is one of the reasons I went with the .xll interface for making managed UDF add-ins.)