Managing one pair of headphones that connects to more than one device is a nightmare, everything always auto connects/disconnects when you don't want. Many devices don't have a temporarily disable connection attempts toggle.
I use Bluesnooze [1] on my Mac for that reason, it won't even disconnect when suspended otherwise and you have to log back in to turn off BT. It's pretty easy to disable on phones/tablets otherwise.
Depending on the client device, you can often put it into pairing mode immediately upon turning it on to prevent auto-connect, then click connect from the desired host device. Still annoying but slightly less so than having to disable bluetooth on every other nearby host.