Every time you're lost, whenever you're doing reflection meditation, as soon as you realize you're lost, note it and come back. It's that simple. It's the same technique you use for the breathing, same technique you use for the walking.
When you get lost in the story, note it and come back. Note it and come back. In order to prevent getting lost again, it's a training of concentration, a training of keeping your mind focused. So when you focus your attention on the breath or the footsteps, that can help you with the reflections. Because you're training to keep your mind in one place, and that's just basic concentration work.
The reflections need this training to keep the mind focused, as well. Every time you're lost, bring it back, lost, bring it back. If you indulge when you're lost, of course you're just going to keep building the story. If you get angry that your lost, then of course you've just added anger and that stimulates more thinking.