The only way I can see how to avoid the redirection page is to disable the redirect feature altogether.
If you go to your Blogspot blog control panel, under Settings and then Publishing there should be a link to Switch to Custom Domain or equivalent. From there you should be able to access the advanced settings page. I think if you turn off this feature then you won't have that page coming up anymore.
However, your Blogspot blog won't redirect to your domain any more so I guess you have to decide just how important that is to you.