How to avoid display "flicker" when creating and assigning TFrames to a parent control

For example: I have a TFrame (called TPageFrame) that has a number of controls, e.g. TreeView aligned Left, splitter, and main clientarea consisting of an edit and RichEdit, as in image below:

Code looks something like this:

type
  TPageFrame = class(TFrame)
    Panel1: TPanel;
    Splitter1: TSplitter;
    Panel2: TPanel;
    Panel3: TPanel;
    Panel4: TPanel;
    Edit1: TEdit;
    RichEdit1: TRichEdit;
    TreeView1: TTreeView;
  private
    { Private declarations }
  public
  end;

In the Main Form I have a a RzTabControl with a few tabs. As I move to a new tab, a new Frame will be created (stored in a Frame array) and it's parent is set to the RzTabControl.

type
  TForm1 = class(TForm)
    RzTabControl1: TRzTabControl;
    procedure RzTabControl1Change(Sender: TObject);
  private
    { Private declarations }
    FFrameArr: array[0..5] of TPageFrame;
  public
    { Public declarations }
  end;

procedure TForm1.RzTabControl1Change(Sender: TObject);
var
  Index: Integer;
  PageFrame: TPageFrame;
begin
  Index := RzTabControl1.TabIndex;
  Self.Caption := Index.ToString;

  if FFrameArr[Index] = nil then
  begin
    PageFrame := TPageFrame.Create(Self);
    PageFrame.Name := 'PageFrame' + Index.ToString;
    PageFrame.Parent := RzTabControl1;
    PageFrame.Align := alClient;
    PageFrame.Visible := True;
    FFrameArr[Index] := PageFrame;
  end;
end;

Problem: While the Frame is being created and having it's parent set, there is a lot of "Display noise":

See how edit control is painted twice in 2 positions. (Would be easier to demonstrate with a video...)

How can this kind of flicker be avoided?

There are a few problems with the code by @RaelB, such as incorrect use of try/finally, not handling any exceptions that might arise to locally created variables, etc.

The correct (IMO) code should be:

if not Assigned(FFrameArr[Index]) then begin
  Screen.Cursor := crHourGlass;
  try
    // Defer updates
    SendMessage(Handle, WM_SETREDRAW, WPARAM(False), 0);
    try
      PageFrame := TPageFrame.Create(Self);
      try
        PageFrame.Name := 'PageFrame' + Index.ToString;
        PageFrame.Visible := False;
        PageFrame.Parent := RzTabControl1;
        PageFrame.Align := alClient;
        PageFrame.Visible := True;
        FFrameArr[Index] := PageFrame;
      except
        PageFrame.Free;
        raise
      end;
    finally
      // Make sure updates are re-enabled
      SendMessage(Handle, WM_SETREDRAW, WPARAM(True), 0);
    end;
    PageFrame.Hide;
    PageFrame.Show;
    RzTabControl1.Invalidate;
  finally
    Screen.Cursor := crDefault;
  end;
end;