You can use a Goho-M (there's also a spell that I can't remember the name of) to exit the dungeon, go back to the TV hub to save/visit velvet room/wolf, then when you go back to the area you are playing it will let you go back to the floor you left.
It's also helpful to use when you run out of persona room, you can go back, fuse away to free up room, then return to the dungeon.

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