If you leave a teleporter behind, an ancient pyramid will be placed a bit north east of your starting location, which is where you would end up using the ancient pyramid in your inventory.
location of the Ancient Pyramids (71KB) - if you did not bring both teleporter stones with you to the wastelands
The teleporter stones do not work within the imp world (at least not the first time you are there). It is possible to duplicate items, however. Quick save, then drag an item out of your inventory (somewhere there is no red x), but do not drop it. Quick load, and release the mouse button when the game starts loading; this will result in a duplicate on the ground, and the original in your inventory.
Someone already tested this successfully on the level-up jug and key, so it may work for the teleport jug as well. However, the orb may just teleport you back to the Dwarven Bread inn, rather than the wastelands.
You can teleport back to Kroxy in the wastelands. He sells charms, spell books, potions and equipment, so I don't see a great need for other merchants.
Another way to get back from the wastelands;
Teleporting Anywhere, via hex editor