Another Windwalker here. I usually have several unexplored locations I'd like to map. I check the wind direction and head that way, mapping the nearby coastlines along the way. When the wind is not to my liking and I don't have Moder power, I set up a portal and take my ship back through it. Eventually, that portal serves as another expedition starting point.
I don't map the islands. If I see anything interesting on them, I place a map marker in the approximate location even if the area is undiscovered.