There is software which can insert BlizKick modules or the OS>=3.5 ROM updates in to a 3.1 kickstart image. Burning them to a chip makes them available from cold boot and eliminates Setpatch and BlizKick reboots.
Yes double reboots are extremely annoying - especially if you have multiple bootable partitions and a double boot boots you into the wrong one (after already selecting the correct one from the early startup menu).
It would have been nice if they created new ROMs when 3.5 came out so double booting was unnecessary. Most people buying 3.5 had to go out and buy the 3.1 ROM anyway so why not buy 3.5 ROM instead? Maybe they had a load of old surplus 3.1 chips and they wanted to sell them instead of the expense of making new chips. Certainly now that there won't be any more ROM library updates, it would be nice if somebody produced a bunch of 3.9 ROMs with final versions of everything (with legal approval of course).