What about just a "bloodied" (under 1/2 hp) condition (such as in D&D 4th edition :P) that adds some red effect to the monster (be it changing their name color, the ring, etc)? Basically, it lets you know you at least got somewhere (the monster is at least half dead), but it doesn't gi...
In the Cave map (maps/012-3.tmx), at tile (473,103) and some of the adjacent ones, there is an exit out of the cave. The graphic shows it as an un-exitable wall, though.