That used to be the case in the old terminal, where you would clear security at the gate. The new terminal has a centralized security check point, which you would have to go thru before returning to the gate.

AY has what...3 daily flights to LED? I would really take the next one out instead of returning on the same flight.... just to be safe
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The only problem that I see here is you being allowed to board the flight in HEL because technically you are doing a back to back, not a transit. Transit means you are going to the third country, rather than returning to the country of origin.