Perhaps add a delay where they aren't allowed to follow or change relays until after Amethyst had tried to download your follower list from your currently configured relays?
Discussion
I forget which client did this, but when the user's following count is zero (rightly or wrongly), a warning could pop-up if the user is trying to publish a Kind 3 event asking them if this really is their first follow.
It's not the most elegant solution but it could prevent people from overwriting their contacts.