Trent,
The customer default "Gateway -> General -> Part -> Change Displayed Part On Close" will display the previously displayed part instead of the welcome screen.
The "Window" menu item will give a list of the explicitly opened parts (which may be more useful than a list of all open parts in the case where assemblies had previously been displayed.) Or Window-> More... which provides Search and the list of parts might be an alternative perhaps?
HTH,
Joe