I don't think so. Personally, I think that would look kinda cool, but that's just me. If I'm not mistaken, doesn't Thor also wear a belt that has mystical properties? If so, couldn't one of said powers be that it allows the wearer to control his molecular density where he may become lighter or heavier than normal depending on the circumstances? When he releases the hammer in a throw, he will start to fall in the direction his momentum was taking him, but at a slightly slower, more controlled rate. When Mjolnir returns in it's arc, Thor can catch it and either continue on in his original course or alter it in another direction. Just a thought.