Actually, the File > Open dialog's list of tagged locations should be updated automatically to include immediate parent directories of recently opened files. Just try opening a file in your preferred directory, then close it and check the File > Reopen list. If it is there, it should also appear in the File > Open dialog's list of tagged locations. Not sure if there is a limit on how many additional directories can get tagged.
Internally, these recent OpenedFilesHistoryItem's appear in an ide.properties file buried somewhere in your user settings.
SQL Developer Team