A few seconds into planning the return journey we decided the only way to come home is to plan it when we arrive in Ulan Bataar. We have a vague idea of routing. The plan is to "hop" onto the trans-Siberian (trans-Mongolian section) railway and go from Ulan Bataar to Beijing.
Spend sometime in Beijing, then catch another train to Shanghai and finish off there. We'll fly straight from Shanghai to London.
On the visa front, we had to get some Chinese visas for the return journey. We got these done through Real Russia again. Their service is excellent; we've already obtained our Russian and Kazakhstan visas through them.
The visa team at Real Russia remembered my passport from the last time it was at their office and spotted that I had been incorrectly issued with a single entry visa to Russia. They immediately sent my passport to the Russian embassy and I have now been issued with the must have double entry visa for Russia.
For anyone who has a Russian visa and can't read the language will soon realise it is impossible to identify if you have a single or double entry visa. Real Russia have an article at http://www.realrussia.co.uk/visa/how_to_read_visa2.asp which will help you interpret a Russian visa.