I loaded Caves up to start a new playthrough. "Mine entrances may only be built above ground" :(
I'd like to be able to tunnel upwards to the surface layer, e.g. to get some wood, and I'd take the chance that I come up under biters, though up under water would be a problem, I guess!
Also, I need a ball of string, or something to mark the path I have taken while exploring the caves for resources - the minimap is too small for me for navigation in tight tunnels, and makes the very early game a bit tedious when you're running between resource patches. Interesting idea, though, I'll stick with it a bit longer and see how it goes.

You can use the map to mark your exit, and it is generally advised to build additional entrances when you found a good resource patch.
But I agree I also think that the caves are to narrow.
I look into cross world placing, but at the moment it is hard coded for the entrance so no cave -> nauvis for now.

Yes not being able to tunnel out is quite annoying, i am looking into fixing that. i plan to add the reverse of what is possible with the entrances, shouldn't be a big issue. Broader caves is tough however, currently i am not really working on the cave generation itself

in version 0.1.6 i now made it possible to place exits as well so you can tunnel out elsewhere now.