This isn’t rocket science and it’s certainly not original, but I finally screwed up enough courage to start routinely swapping in a new filament color without pulling out the old one. The trick is to cut both ends flush (with a flush-cutting wire cutter) and maintain gentle pressure on the new filament so it slides right into the grip of the extruder drive gear.
Seeing as how I need tchotchkes in a big way, I run off a plate of Chalk People whenever it’s time for a new color:

The transition between yellow and black was rather weird. Fortunately, the gory details remain hidden inside that quartet of Chalk Women.
These have all the right attributes for a tchotchke: fast printing, not much plastic, smooth edges, a little fill to show how it works, a few small defects for education.