There is no way around it, either you come clean or tell a lie...
That's not necessarily true. Silence works too.
When I was visited by a couple elders to "encourage" me, I didn't tell them a single lie and I didn't tell them enough to DF me either. Much of the exchange went like this:
Elder: Is there a reason you haven't been at the meetings?
Me: Yes.
Elder: Do you want to share that reason with us?
Me: No.
Elder: Ok...(long pause) Well do you still view your dedication to jehovah as something that is valid to you?
Me: My relationship with god is a very personal thing.
Elder: Uh....OK...well do you believe that the bible is god's word?
Me: That's definitely a very good question that everyone really needs to consider and decide for themselves, isn't it?
Elder: Yes...yes it is...
It's not necessarily an easy thing to do, because you'll be acutely aware of how uncomfortable you're making them. Especially if you actually happen to like the elders that are questioning you - one of them was a very kind brother that I liked personally, but luckily the douche ex-DO that's been COBE for all of 3 months was the one that did all the talking which made it a little easier. He definitely wasn't used to someone failing to bow down and spill their guts at his questioning, but there's nothing he can do about it, ultimately.