I thought each head was treated as a separate weapon so you could have +10 on one part and +10 on the other.
From the srd on magic weapons.
Double weapons have separate magical bonuses for their different heads.
A single weapon cannot have a modified bonus (enhancement bonus plus special ability bonus equivalents) higher than +10. A weapon with a special ability must have at least a +1 enhancement bonus.
Regardless,
You should not require returning on both heads. You could enchant only one part of the weapon with +1, returning and throwing and it would work. You could then enchant the other head with +1 and it would still return.