That's indeed a downside to this. For now (till the custom code in generated code merge facility is build in, which is planned) that's the option you have besides generating a subclass in where you add the logic you want.
(edit)
I just got an idea how to fix a big 'entity include' template which is included in all teh entities. You can include templates in include templates. So if you add code like:
<[If StringValueEquals CurrentEntityName "Order"]>
<# OrderEntityInclude #>
<[EndIf]>
etc.
in the include template you include in the entity class, you can maintain the code per-entity in an include template for the time being, and you don't have to add it to one big master include template. In the above example, you bind OrderEntityInclude to the actual file with the additional order code.