It is rather annoying. And if you think that's bad, try going for a corpse run in the mountains.

I'd advise you to make an emergency portal somewhere nearby if you are in a dangerous region, at the very least this shortens the commute. Then wait for daytime to actually go get your stuff. Probably the best non-cheat way of doing it single player.

Some people recommend having backup sets of armor for use while retrieving gravestones, but this can very easily snowball...such as if you get killed with the backup set, while trying to get your main set back. Now you have to retrieve two different sets. Then there's the fact that you cannot instantly pickup your grave items if you already have a bunch of stuff in your inventory (such as the backup armor you are wearing now), which becomes even more of a problem if hostiles are still in the area, making it logistically impossible to deal with...unless you think you can kill all the enemies in the area with inferior gear compared to the one you just got killed with. Overall, not a good idea.