Once he's done throwing a tantrum (and it is a very long very panicked very exhausting tantrum) he realizes it is a bad idea to randomly jump worlds looking for a way back. They will look for him, and eventually they will find him, and if he happens to land in Materia then he will die and being stuck is not as bad as being dead.

He curls up in a ball in vacuum and cries for a while and then searches his current dimension for life. It has some. It has lots, actually. Crowded universe, like Edda or Cube. There's an Earth. (There are no alts of him or Bella or his family). He makes a model of the Earth and rolls it around in his hands and then makes a scale model of a hundred-mile-square bit of Siberia, to confirm that there aren't any people around where he might want to land. There aren't. 

Pop.

Now he's in Siberia. 

He feels a little bit better already. Probably frantically leaping dimensions without even pausing to make air to breathe was affecting his reasoning abilities. Now he has a planet to demon at and that is definitely stabilizing. New York Times, today's edition?

It's 1994. 

He cheers up considerably. There is a lot he can demon at on an Earth in 1994. And of the Earths the peal has found so far, one had secret vampires and two had secret evil aliens and one had secret daeva and-

...model of sapient species other than humans on this planet?