How long are they out for? When I first started letting my little guy out, he didn't want to go back in. He would be out for about an hour, but only about half of the time was spent playing. He would eventually climb on top of his cage and take a nap, and then climb on my leg and take a nap. Some time after, he would go in his house and I would close him up for the night in it. I always made sure that it wasn't the first time he went in his house during playtime, until weeks after I'd had him, because I didn't want him to think he was going to get locked up for the night any time he went in; wanted him to know it was okay to go get a snack or water or just go check things out if he wanted to, and that he could still come out to play.
Eventually, I began to give him a Cheerio after playtime. I would also put some extra food in his dish and refill his hay if it was needed. He quickly caught on to this, and got to the point where he would decide when playtime was over by going in his house and begging for his Cheerio.
If you have the time, I'd say to try to just see if they will go back in on their own, then maybe give them some kind of treat (food treat or a chew stick or something) if you want them to associate playtime ending with getting a reward (or fresh food, etc.).