Originally posted by Deranged Rat:

I mean, there is a way to do it in single player, but it's kind of an exploit. Before you fight the boss, log out and log back in, if you die just hard close the game using alt-f4, restart the game and you should be where you logged out.

At this point I don't care if it's an exploit, and I play single player exclusively. I've deleted characters and worlds thrice because I couldn't be bothered when I died!