You can’t use the switch on the lamp itself, otherwise the radio will not be turned on the next time you want to send an “on” command.
You can use the button on the pocket socket to turn a light on or off, in which case it’s exactly the same as using the app on your phone, all the other lights in the group should follow it.
Another good choice if you can vocalize (not all of our community members can) is a $49 Echo Dot. This is now what we use at our house as the primary means of lighting control, and everybody likes it. 
Alternatively, you can use any of the battery powered devices that work with smartthings. There are many different types. You can put one by each lamp or just keep one in a central location.
