I was mulling this over myself recently, and came up with "Recover Lost Thrown Weapons" as an additional action that works identically to the mechanics of Search for Treasure, Search For Traps & Secret Doors.
The back of my character cards for reference:

Like how Malc suggested, once no monsters are visible to the Hero, on their turn, they may perform this action. I liked the idea of using tiles, but thought of instances where an instantaneous action of recovering any and all thrown weapons would save time, and fit in line with the way treasure and trap searches are performed.
Since this still requires an action to retrieve the weapon, and monsters must be killed before they may do so, and the heroes must remember to take the action to recoup the item(s), without the aid of handy-dandy tiles

, I could see this being a balanced way to intro reusable thrown weapons.
After all, I see most heroes will sell off a throwable weapon and gain that gold to buy a higher tier weapon or crossbow, but the continued use of a throwable weapon means they stay at a certain level of advancement longer, rather than moving right past it.
I would most likely rule that a hero must have a weapon "equipped" in their hand before they can throw it, they can't throw it right out of pocket. I might allow them to hold another throwable weapon in their off hand, but they can normally only throw one weapon at a time; it would take two turns to throw both weapons.
Going with my rules here, a Hero with nothing equipped could equip an recovered thrown weapon instantly, so a Hero that recovers one or more lost thrown weapons can be holding one in each empty hand again right away, without spending an extra turn to equip them, unless they wanted to swap out that weapon for another in their inventory.
Also, I plan on introducing an Evil Wizard card that can be played when a Hero recovers thrown weapons, ruling that at least one of the weapons is now broken and useless

(this creates the damaged weapon mechanic without complication, and would make sense to the players, that is, it won't seem like a "cheap move")
Alternatively, I gave my Ranger the special skill to recover lost thrown weapons while monsters are present.
Anyway, those are my thoughts! I also include simple flanking rules, retaliation, standing on furniture bonuses, and simple monster combat skills to make combat more strategic and fun, so I thought this idea introduced in this thread was a must to include
