Mine use to fling themselves back into the cage. Definitely always put them back bum first, there's less chance of them hurting themselves.
I trained them by keeping hold of them about an inch off the floor until they stopped wriggling, then but them down. It took a few weeks, but they learned that they got back in the cage quicker if they sat still. They no longer struggle when I put them back, unless they really need a wee! They have taught me that if they get a bit frantic, put them straight in the litter tray to avoid wet patches!