I'm not sure how easy it would be to implement this but I will have a look. The only way I can think of that would work is if you save, when you next launch the game it will take you straight to that level at the point you saved - if that were possible would it be an acceptable option? If you did that and then quit the level you would lose the progress.
I don't want to promise but it might be doable (at worst I'll put it on the "sequel wishlist" for if I ever do a follow-up!).