pg_dumpall problem when roles have default schemas

I've run into a problem while migrating an existing 8.2.7 data base to a
new server running 8.3.3 (although I think the version numbers may not
matter -- I think I've seen this problem in the past and just lived with
it since so much of Postgresql is so great!).

The problem stems from the fact that for certain roles, I have defined
default search paths, and because the output of pg_dumpall includes role
definitions first, then data base definitions, then schema definitions.

Thus, when piping the output (from legacy host 192.168.2.2) to populate
the newly initialized cluster, by way of running (on the new host
192.168.2.3)

pg_dumpall -h 192.168.2.2|psql

an error occurs in that first section when the script attempts to set a
role-specific search path ... because the schema named in the search
path hasn't been created yet.

Not sure if there is some different way I should be using these tools to
accomplish this, or if there is a work-around, or if this feature needs
improvement.