You can let it leak out, but then you need to carry extra compressed gas above what is already needed for the same issue with helium.
You can build a tighter, multi-layered envelope, but then you're adding weight and quickly negate the extra lift. This is the category your tens of thousands of sacs idea falls in. The problem there is that you are massively increasing the surface area through which the hydrogen can slip out. You have to keep in mind, to a single hydrogen atom, everything we consider "solid" looks more like a fishing net for catching a whale. Our best designs so far usually involve layering and offsetting those nets so as to at least slow the atoms down as they path through the mesh.