Particularly in unfamiliar areas, I’m not even a tiny bit embarrassed to declare an “abort” and turn the car around to get back onto the pavement.
I begin to think this is a learned skill. After you have been turned around enough times, you don't take it as a personal failure to say "Ah stuff it, this route isn't working out; I don't know where I am but I know where I've been, so back I go, and I'll re-calibrate from there."