You can achieve the basic effect with JJ2+, secret level exits, and trigger zones, and if you wanted the planets to be different on subsequent visits, those could simply be different .j2l files. Really truly being able to go back to levels (as in actual .j2l files) would be a touch harder; you could use one of the methods to pass a warp destination at the beginning of a level and a lot of trigger zones, but I can see that being a pain to implement, particularly if you wanted checkpoints.