Dynamic blockage of millimeter-wave (mmWave) radio propagation paths by dense moving crowds calls for advanced techniques to preserve session continuity in the emerging New Radio (NR) systems. To further improve user performance by balancing the new and ongoing session drop probabilities, we investigate the concept of guard capacity - reserving a fraction of radio resources at the NR base stations exclusively for the sessions already accepted for service. To this aim, we develop a detailed mathematical framework that takes into account the key effects in mmWave systems, including the heights of communicating entities, blocker geometry and mobility, modulation and coding schemes and antenna array geometry, as well as radio propagation and queuing specifics. Using our framework, which enables sessions to change their resource requirements during service, we demonstrate that reserving even a small fraction of bandwidth (less than $10\%$) exclusively for the sessions already accepted by the system allows to enhance session continuity at the expense of a slight growth in the new session drop probability as well as a small decrease in the resource utilization (approximately $5\hbox{ - }7\%$). Furthermore, guard capacity is shown to perform better in overloaded conditions and with sessions having high data rate requirements, thus making it particularly useful for the NR systems. Our results indicate that guard capacity is a viable option for improving session continuity that can be used by the network operators in combination with other techniques, such as multi-connectivity, to maintain user experience. © 1967-2012 IEEE.