You don't need to drive back to the beginning -- check your phone for messages once the "mission failed" icon appears in the bottom left and it'll say "Retry? yes/no", if you press Yes you get teleported to the mission start.
I've had some original missions...on a mission where I need to follow a train (which is above ground on the tracks), I stole a Helicopter from the Helitour and parked it outside the mission start. Instead of hectically trying to follow from the ground, I had a pretty easy time following from the air.
Then I jumped out and gunned the guy down.
I've had some original missions...on a mission where I need to follow a train (which is above ground on the tracks), I stole a Helicopter from the Helitour and parked it outside the mission start. Instead of hectically trying to follow from the ground, I had a pretty easy time following from the air.

Then I jumped out and gunned the guy down.

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