To start you don't have to come back in to the console via stereo return especially if your rig is set up in mono. There is a mono out channel on any FX unit, be it the right or left.
Now for me I always come back into the console via a channel so as I can further EQ the FX .....So ..... if you have four unused channels you are golden, if not, use the two returns and two channels.
Hope this helps, Carl.