If thresholding of P-values is the issue, E-values -- a recent, much more elegant, easier to work with, and more robust alternative to P-values -- solve this.

https://arxiv.org/abs/2312.08040 https://arxiv.org/abs/2205.00901 https://arxiv.org/abs/2210.01948 https://arxiv.org/abs/2410.23614