You first need to fully equip the gem runner if you want to make fast cash out of it, else you might always face situation where your runner get hurt during expedition and had nothing to bring back. I dont exact remember which gem cost the most but you can try with several to check on their pricing when sell to merchant.
My testing is done with full equipped runner, since I already full equipped all of them when I get battle tower. As mentioned before, I just give command to runners, then teleport out from battle tower. Load screen appear. I was back in normal map area, eg fjords. I press "U" again, choose throne room, and 99% my runners will be on the spot with things I tell them to gather. If happens that the runner is not back, just repeat the steps again and the runners will sure be back on the 2nd time when I go into my throne room. You must teleport out the the battle tower to make it work, but not between chambers in battle tower.
