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I don't think Returning/Ritual of Returning will pull you out of vengeance of the dead, at least they shouldn't, but maybe they will anyway.

The worst thing about Vengeance of the Dead is the fatigue. The individual units are weak and easy to kill if you have any sort of weapon. But if your commander is not encumbrance 0 (and most that can be affected by VotD aren't) he may get exhausted and become unable to fight.

MR is the best protection against VotD, but even there the chances are not perfect, since it is only "MR negates" and not "MR negates easily."

The most common targets for this sort of spell are non-undead pretenders and mages. Occasionally a living thug will get hit by it. Mages don't really stand a chance. Fortunately, mages and pretenders have good MR, and frequently resist the spell.