EEPROM is initialized after boot sequence, so it still has no use because certain pins will go high/low or the other way around when the MCU boots. So it will always switch according to the state of pins during the boot.
And even if you run a local server, the state of the pin is saved on the server, you just have to use Blynk.Sync() to retrieve it.
If you want to escape all boot sequences or pin changes during that proces I think you need to look at a hardware solution. But I don’t know how to do that. I think it can be done using a transistor and a big capacitor.