That's a really clever and interesting idea - I'd never thought of something like this. I'm not sure I'll change to it (muscle memory!), but it's really neat.
1 - Open Synth Rack
2 - Find the synth you want to freeze
3 - Right click on the snowflake widget and choose Freeze Options
4 - Untick Track FX and click OK
5 - Freeze the synth
This is all in the manual/help though.