All the single-points off missed field goals that I can remember were due to the returner taking a knee. Every attempt at running the ball out of the end zone that I can recall has been successful (two memorable recent successful attempts are the ones at the end of the Hamilton @ Montreal semi and the Laval vs. Mac Vanier Cup). The only return attempt that comes to mind that wasn't successful was the one at the end of the Montreal @ Toronto game, where they tried to kick the ball out instead of run it, which resulted in a touchdown. Even this attempt might have been successful had two Argos not bumped into each other after the first kick.
In general, how hard is it to run the ball out? Like, say, what is the failure rate when it is attempted? At what point on the field does become so difficult to run the ball out that it make more sense to try to kick it out?