Word of Recall

[aeneas]

That's quite easily doable for some variants with shafts such as ToME and FAa... it's rather scummy but it would work quite well for quick grabs ...(although I suspect perma-awake monsters like Zs would get you sooner rather than later once below 2500)

Yep- well, Zs are the bane of the super-stealthy. But if you have adequate means of escape and detection you can generally survive them even with a pretty weak character, though you do get harried around a lot and you have to be willing to walk away from even coveted items if there's a pack or two of the really dangerous hounds nearby. I do tend to go to 3750 pretty fast sometimes, and you can generally live there long enough to get strong enough to keep living there- and if you don't, at least you haven't invested a lot of time in the character.

And that's really the answer, I think, to what to do about winding up a bit out of depth- if it's only a few levels (or even 10 or so) deeper than you'd like to be your power level should catch up fast.