How about basics of Aviate Navigate Communicate, surely whilst you are not in danger of CFIT you are safer than risking it all going wrong nearer the rig or closer to the deck.
Missed approach, carry out drills ,
1, if engine fire; OEI approach and land, or run on landing, if thats not possible ditch close to the rig as safely and as controlled as possible.
2, if no engine fire; set up approach again and land AEO.
Chester