One option would be to keep auto-join turned off when you build frigates, and then when your fleet comes into the gravity well, select the frigates you want to join the fleet, and press the auto-fleet-join button. They will then automatically join the fleet without changing it. That's the only idea I have; any other reformation of a fleet would require creating an entirely new fleet.
The problem is that telling all newly built frigates to not auto-join fleets might be a little tedious.
Another option is to simply not use fleets at all; I find them too cumbersome and only give orders on an individual basis.