You are using absolute time to determine the wave function, so when you change the frequency very slightly, the next sample is what it would have been had you started the run at that new frequency.
I don't know the established best approach, but a simple approach that's probably good enough is to compute the phase (φ = t mod 1/fold) and adjust t to preserve the phase under the new frequency (t = φ/fnew).
A smoother approach would be to preserve the first derivative. This is more difficult because, unlike for the wave itself, the amplitude of the first derivative varies with frequency, which means that preserving the phase isn't sufficient. In any event, this added complexity is almost certainly overkill, given that you are varying the frequency smoothly.