Question about Gandalf's resurrection.

So we know that Gandalf died in the battle with Durin's Bane, and as a result was sent back due to having important unfinished business.

However, my question lies in the magical properties of Narya. We know Gandalf was in possession of the ring Narya for a long time, and retains possession of it until his journey to Valinor. However, how does he retain it considering he died wearing it. Did he return with the ring? Because the ability to travel between plains of existence seems super OP for one of the lesser rings of power. Or did Gandalf respawn on top of Durin's Tower? Because if so, what a dick move on behalf of the Valar to tell him he had important work to do but first you have to scale down the side of a mountain by yourself. Or is the answer just a cop out and did they just magically give it to him (seems most likely but I hate the explanation of "lol magic" just to fill a plot hole).

This might be the stupidest question I've ever asked but it's been bugging me for days.