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Someone will have worked out that they're systematically working through the macguffins.
Therefore, the boss is not an idiot. He escapes, taking the macguffin with him. The players roll up, and the dungeon is empty, just enough evidence (fireplaces still warm, etc) that they've only just left.
rest of the session is a chase, be it on horseback, boats down a river, or something, chasing down the target.
the Boss, not being an idiot, realises he's fucked, they are relentless... so splits, chucks his minions at them to try to slow them down, and when that fails, he sticks the macguffin on a boat/horse/whatever, and goes in a different direction, so the players will chase it.
He then becomes a returning nemesis, by arming up, gathering minions, and preparing to ambush the party enroute to the next Macguffin, to retrieve his own possession - and perhaps, succeeding and resulting in a further conflict, outside of the dungeons.