Is he mobile yet? One way to do the goodbye & coming back thing is to reverse it. Instead of having mummy go away, take him somewhere fun where he may be motivated to go off and explore and play and so it is him moving away from you. You stay nearby so he knows you're there, but it can be an easier way for them to realise that it's ok to be away from mummy sometimes.
That is such a good idea! A real gem. DD isn't mobile yet, not really, and we haven't yet had major problems with separation anxiety, but I'm going to store this tip up for future use. Thanks very much, Marcellus!