Professional film makers generally use audio recorded separately from the video on dedicated recorders using professional mics (using XLR cables and the like). 3.5 mm audio connectors in particular are almost exclusively a consumer level connector. So for a professional level, the answer is use something like a Zoom h4n, h5 or h6 and microphones of your choice (either headset, lapel or most likely for action footage, shotgun mics with boom operators).
If you want to be able to do it in camera, then you will need to look in to rigging. Many consumer/prosumerish mics that work via 3.5mm jacks are designed to mount on DSLR hot/cold shoes. You can use video rigging to connect your GoPro on one mount point and a cold shoe mounted external mic on a cold shoe mount point on the same rig. This will keep them together in an easily handleable form factor while keeping the mic securely attached to the same rig as the GoPro. Note that building such rigs isn't particular cheap unless you build it yourself though. This link goes to B&H's selection of DSLR rigs to get you started.