The per-user setting is under "Settings" in the application. Uncheck "Auto-start application". You can also get to this by right clicking the app icon in the task bar and going to "settings".
Private channels is the feature that will handle this for you. You can track this at: https://microsoftteams.uservoice.com/forums/555103-public/suggestions/16911079-support-for-private-channels
Thank you for this feedback. It is being moved to our main Teams forum for inclusion.
Thanks for this feedback. I'm moving this item to our main Microsoft Teams feedback list.