When we played we ruled that thrown weapons (daggers) could be retrieved allong with (and instead of if you chose not to search) searching for treasure. So when we got to Magical Throwing Daggers, we just decided that they only had enough magic for one throw, and then they were normal daggers from then on out. We never seemed to grow too much gold when we played. Possibly it was due to not ever making it past both of the widespread US expansions (RotWL and KK).
One of my friends homebrewed a 'returning throwing dagger' for the rule sticklers, where it is just a normal dagger but if it is thrown it is not crossed off of your character sheet.
- SadKitchen