Well done to those who left ATC and the urgency aeroplane to sort their problem out.
Regarding a stuck full throttle, presumably in a fixed prop aeroplane - the obvious thing (to me) to do is climb to somewhere in comfortable gliding range of a useable runway, then shut the engine down and glide to land.
Assuming that you can do it without climbing into cloud! - which is where having an instructor with an IR on board is helpful, but I can't imagine any sane pilot then shutting the engine off without sight of the surface.
Failing that - accept probably damaging the engine, stick the nose down and overspeed it; there are safety margins in everything, including RPM limits.
G