To keep from losing my collision path on single frames, I copy the frame, load the new image over one of them and then copy the path from the old to the new image. Doesn't help on multiple frames though.
Suggestion:
Ashley, could we have an option in preferences to turn off Automatic guessing of polygon shape on load? I can click "guess" myself, but can't save current paths. So I personally would leave it off all the time.