When returning to the dmap from a cave/item room, make it where "Use Warp Return" refers to the warp that you will be exiting to.
I understand the normal function is to choose a return point at the destination, but since there is no 'destination' for cave/item rooms, you could at least tell the game that you want to exit the cave/item room to a different return point than return point A.
EDIT: I suppose its easier just to create a room myself rather than relying on Cave/Item rooms, but this would still be nice....