Use gifsicle. It's excellent and very fast, I don't think there's anything that produces smaller gifs than it. [0]
You can also use ImageMagick to produce optimised gifs (it has about 4 different options for that, eg -layers OptimizeTransparency). See [1]. But in my own tests, gifsicle always beats it (often by a huge margin) and is vastly faster. That ImageMagick page may be out of date. Also, Tumblr contracted the author of gifsicle, Dr. Eddie Kohler, to make some improvement for them, hopefully that made it back into gifsicle [2].
I think most GIF optimizers would do it, although I haven't tried any. E.g. https://ezgif.com/optimize says they do it ("makes unchanged parts of the following frames transparent").
