Press and hold the bottom buton when selecting "Playlists" from the menu. This will take you back to the playlist you last selected.

Also, pressing and holding when selecting a playlist or tune will pop-up a menu to allow you to append/replace/insert the selection into the current running order.

{Slaping myself} Damn, Bonzi, RTFRN!

I am using the later routinely now; I guess it kind of 'masked' the former in my memory...

Hey, this works from both front panel and remote! Well, I hereby officially pronounce that in my book this implements 'gimme another album by these guys' feature quite nicely, without sacrificing any other aspect of UI!