The proper thing to do is to, as has been said, chase the runner back to third, then have the third baseman hold the ball. There is nothing that says the pitcher has to carry the ball back from third after chasing the runner back. The third baseman can hold the ball, the pitcher can return to the mound, as there is also nothing that says the ball must be in the pitcher's possesion before the next batter can be brought to the plate, only an active play prevents the batter from assuming his position. With the ball and the runner at third together, I don't think there is any likelyhood of an active play developing, therefore, call the next batter up, make him stand in the box, and then the third baseman can return the ball to the pitcher. Simple as can be, and the proper way to do things absent allowing the player to lead off or a formal lookback rule.
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My job is a decision-making job, and as a result, I make a lot of decisions." --George W. Bush
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