18650 Circuit for power in to Verter 5V

As I bought the board here, and I am an Electronics NEWBIE, I post my question here.

As this board can take 3-12V DC in, so I am thinking to connect two 18650 in series. I got a small device to give warning (loud beep) as battery goes low (can define in that device ‘how low’) when I played RC toys before. I think, if I make the circuit correctly, when I notice battery goes low, I can unplug one 18650 and let the remaining 18650 to provide 3.xV power to keep the RPi non-stop running. Just replace the two 18650 one by one. PowerBank cannot do it, not supposed to.

For sure I cannot just unplug one 18650 which breaks the circuit. I need some connector to maintain the circuit when I unplug a 18650. I cannot just put a wire (in parallel with 18650) which means a short circuit. Can I just use a diode to replace the wire? (need a resistor to protect the diode? what values?) Or a more complicated circuit is needed?

I am not expecting some sophisticate solution (though I don’t mind, I come to learn). Advice, direction, idea, … are all welcome.

Thanks in advance for your help.