I had (have) the same problem with my cat, Inky. I live in a studio apartment with only one door and no screen door. I'm usually carrying groceries plus a briefcase on the way in in the evening and a briefcase on the way out in the morning.
He got out twice when I first brought him home -- fortunately both times I grabbed him before he got too far. Since then, I've worked out a routine that works for us. On the way in, I put my goods down by the door and unlock the door. As I open the door, just wide enough so that I can see into the room, I crouch down and wait for him to come to the door, which he always does. As he arrives, I pick him up and hold him -- by this time he's purring because he's glad to see me and wants to put his head against mine. While he does this and while still holding him, I pull the briefcase/groceries inside and then close the door behind me. On the way out in the morning, I pick him up and while I tell him what I'm doing, I reverse the evening procedure, putting things outside. Once that's done, I close the door with both of us still inside and usually give him some treats out of sight of the door. While he's eating those, I open the door quickly and exit. If I see that he's right behind me, then I pick him up again and as I open the door, I put him on a ledge that is right beside the door, let go and get out -- by the time he can turn around and jump down, the door is closed.
He always wants to "greet" me in the evening, but about 50% of the time he doesn't bother to try to follow me out in the morning. Of course, if I have a lot of stuff to go in or out, I have to put him in the bathroom, which is the only room with a door, while I get the stuff in or out.
This has worked for more than 4 months -- perhaps not the ideal solution, but it has become part of our routine. Anyway, best of luck with your cat. I will say that going outside seems to be becoming less interesting as time passes, if that helps.