Well I have been trying different things for a while now with this subject in Logic. For me so far hands down the most convenient and fastest way to do key changes for me is a second pass recording as DG stated. Merge the two and done. Even if you miss the timing of the key change note, you can simply go back and edit it and back it up or push it forward to the spot it needs to be in prior to hitting "merge" regions.
Thanks for the tip DG, works wonderful and it's very simple. Drawing them in never worked for me. All it ever did was interrupt the note that was playing. It never actually would trigger the key switch. Was more of a mess and headache then anything.
Maestro2be