There are many ways of handling this scenario. We even have an FAQ for which should answer most of your questions. 
But the first thing to know is that you should not put your smart bulbs on any dimmer, either smart or not, which regularly cuts current to the bulbs. The inrush current when power is restored can, overtime, damage the radio in the bulbs, making what are already very expensive bulbs just that much more expensive.
Instead, as you will see from the user guide for all the brands of smart bulbs, the bulbs should be left on power at all times and then they will decide for themselves how much current to draw. This both protects the radio and solves the problem you mentioned because the radio always have power to hear the next “on” command.
there are number of different possible solutions, again, detailed in the FAQ: