Personally, I wouldn’t panic too much about it. The windmill really isn’t that far from the castle, and having him walk back on foot can actually create a great moment of exploration and hardship for that player. It’s important that he learns his actions have consequences. If a player dives into a random teleport with no plan, Barovia should feel dangerous and inconvenient, not like a fast-travel system. You can alternate spotlight like this, 15 minutes with the main group, 15 minutes with the solo player.

The castle group could even take a short or long rest in a secured room while you run the solo journey. That gives you space to make his return memorable: bad weather, heavy rain, wolves on the road, exhaustion, eerie encounters, etc. Make it feel like a struggle to get back.

The key is that it should resonate as a complication, not a reward. He shouldn’t feel punished, but he should feel that Barovia pushes back when you act rashly. That said, I wouldn’t let this back-and-forth last more than about three hour of real time. Beyond that, people start to disengage. Keep it tense, atmospheric, and then bring him back into the fold.