No way to quickly return to previously watched from Setup etc?

If I’m watching an episode/movie and I need to go to Setup, I then need to go back to home screen, then browse all the way through my menu tree to get back to the file (eg TV Shows/Breaking Bad/Season 2/episode 2). Is there any quicker way to do it? I know u can use the Recent items menu, but u still need to return to home screen then select Videos… And in the case of TV episodes (and this is another issue IMO), choosing the most recently watched ep might save time in that instance, but when u need to go on to the next episode, u still need to browse all the way through the menu tree to access the files…

Hi, unfortunately there are no possible shortcuts to make this faster.