How would one go about making a permanent Returning Weapon based on the infusion?

However your DM says you can('t).  There's no official rules for it, it's a table-by-table process.

“RETURNING WEAPON.
Item: A simple or martial weapon with the thrown property

This magic weapon grants a + 1 bonus to attack and damage rolls made with it, and it returns to the wielder's hand immediately after it is used to make a ranged attack.” 
(E:RftLW p.63)

I would say that sounds like an Uncommon Magical Item. According to the DMG that would cost approximately 500gp and require a level 3 character.

“An item has a creation cost specified in the Crafting magic Items table. A character engaged in the crafting of a magic item makes progress in 25 gp increments, Spending that amount for each day of work until the total cost is paid. The character is assumed to work for 8 hours each of those days. Thus, creating an uncommon magic item takes 20 days and 500 gp.” 
(DMG p.129)

MAGIC ITEM ADEPT

When you reach 10th level, you achieve a profound understanding of how to use and make magic items:

• You can attune to up to four magic items at once.
• If you craft a magic item with a rarity of common or uncommon, it takes you a quarter of the normal time, and it costs you half as much of the usual gold.

(E:RftLW p.57)

There's rules about costs and the proces in the Dungeon Master Guide. It's optional ruling though, so your DM could say no. Still, talk to him/her most DMs are open to player shennanigans.