Well, first, demonstrative pronouns carry accents "ése es" not demonstrative adjectives "ese lunes es".
Now to answer to your question.. you can't usually use the first "ese lunes, regreso en la iglesia"
La razón es que la iglesia no se mueve entonces no puedes regresar EN ella.
The second statement makes perfect sense.
The difference between "ese lunes regreso" and "ese lunes voy a regresar" would be the emphasis, the second one emphasizes the action of going back over the specific weekday.