I haven't played this game before, but surely there's a way to warp back out and save on some world map or something?
That's how we used to do it before FFIV turned all RPGs into easy mode.
And then you go right back in with all the chests open and your levels gained so you can kiss some boss ass.
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http://i498.photobucket.com/albums/rr345/Rakaputra/pjbasis.png
SuperNiceDog - 1, pjbasis - 0