Yeah every time I do a water change on my fry tank I very thoroughly siphon the bottom. When the fry are very small I use an airline tube so as to avoid sucking them up.
However, once they get older and stronger I just use my gravel siphon tube (I remove that big plastic end piece that most siphons have on them) and use that in much the same manner. You just have to be careful as since it has a stronger suction you may end up with a few fry in your bucket.
I keep different species of betta which generally only give me a small amount of fry each time. Therefore, I have a different schedule for the amount and frequency of water changes I do.
You may need to ask someone who has more experience with breeding splendens about how often and how much to change the water out in a grow-out. My fry grow extremely slowly (takes a year to reach maturity as opposed to splendens who can reach it in a few months) so I don't really want to give you the wrong info.
In general however, anytime the ammonia reaches over 0ppm (even 0.25ppm can be deadly) it is time for a water change. This is why test kits become important.