Looks like my problem is mainly my extremely limited time to do this. Also, flying out of the northeast (LED/HEL/TLL) is basically useless, as there are very few flights and they all cost an arm and a leg if you exclude *A codeshares.
However DME is indeed doable and I mainly have a problem myself with my own availability. Certainly if I was based there, this would be trivial. For example right now I'm seeing
A3 883,7140 DME-ATH-AXD, depart 3.40a, arrive 9a
A3 7147,882 AXD-ATH-DME, depart 9.35p, arrive 2.50a
On 9/17, RT fare is $277 right now. Priceline confirms it and allows you to book it. The only problem is I'm not in DME on 9/17 lol.
As a side note, what's with the ridiculous schedules at Russia-based airports? Both LED and DME have these nutty 3 am departures and equally nutty 2 am arrivals. Is this the government's lame attempts to keep out competitors from foreign carriers?