Is it allowed to exit the game to the main menu and load the autosaved game again, to warp to the police station. It would save me roughly 30s, if I do this after getting the grapple gun. The 2000 bricks I would collect on the way back, I can easily get somewhere else in less time.
I'm playing on PC, i guess you wouldn't save time on the WiiU. No idea about PS, Xbox and Switch though.