Just did a little bit of research. It seems that my understanding of returns may have been wrong.
I had assumed that the system creates vacuum pressure in order to actively pull air into the returns. However, based on what I've read in a few places, it seems that it's the positive pressure from the supply ducts that forces the air into the return. If I close the supply ducts, there's nothing creating that positive pressure so I shouldn't have to close the return ducts.