Hi guys, thanks for the advice.
I also enquired with Finnair. 2 different chat operators have told me two different things. First told me forward air travel was a requirement and their website has restrictions on booking one way tickets. I said no it didn't because I'd already booked a ticket. The second told me a ticket to leave the country was required - but it could be an overland ticket and not necessarily a plane ticket. I did tell both advisers about my Visa but they didn't even really acknowledge it.
So rather than take the risk at the airport (I hate check in anyway, can't be bothered with further potential complications) I've booked a £27 flight from BKK to Vietnam.
And thanks for the heads up about Bali. I've actually just got a brand new passport for this trip as my nearly 10 year old one was looking a bit worse for wear and I'm not planning on returning to the UK until Xmas.
Thanks again guys - its a lot of help this forum, really appreciated! Can't wait to leave now, 15 days to go!