Squeeze them low

A rocket's engine bell has much to do with its efficiency. At high air pressure a small bell is needed to push the gas straight back. At lower pressures you need a large one.

The idea is an attachment to the engine bell. This metal ring would shrink the lower portion of the bell, constraining the exhaust. At an appropriate altitude it would ablate, melt, blow up, or otherwise detach leaving a larger engine bell appropriate for the lower pressure.