In my opinion, Return files have a bit too many weaknesses. Early on in the game, the famous witch opening can be counted by just about all spheres: Lawtia has Shades and Flesh Recycle, Gowen has Salamanders and other direct damage cards, Refess has a profuse amount of good level 3 cards that will just eat through your lines (although they are the most susceptible), and other Falkow decks have all their bases covered, since they can just counter your second turn Sylph/Undine with their own Sylph/Undine.
Later on in the game, SP management and the facts that Expert Sorcerer also has 1 agi and horrid hp are also limit a Return deck's options. He's sure to get fried on the spot by Lawtia or Gowen decks, and Falkow's Magic Scythe Soldier and Swan Cavalier specialize in taking down rear units. Refess has quite a few good long-range cards as well, or they can pull out Cassowary King to render return useless.
Mystere is probably the most resilient of the three, seeing as she can return any unit, given you have a Sylph or Undine to play. She also has decent hp and agi so she's not dead weight if you don't want to return cards. However she is limited by the need to use an agi altering effect (which will cost you 1 sp, unless you have song sorceress out and the enemy unit is already engaged), plus another 2 sp for the return. This is not any more than Expert Sorcerer's cost but it prevents you from playing another unit card that you might also need.
So to make Return files really work well, you'll need sp generation that Falkow can't get from its units, and will take the place of what could be deadly soul cards. Otherwise your opponent will likely see what's coming as soon as you lay down that Witch first turn and then keep the pressure up all game, to stop you from controlling their field. (That's what I do, anyways.)