Was it realy feasible for Mordecai or Ester to return to Jerusalem during their time in Persia? (Since it seems that they fall between the returns of Zerubbabel and Ezra.) How does this affect their disobedience for not returning?

I found these remarks in the Bible Knowledge Commentary, which may be of interest:

Historical Setting. The Book of Esther is unique in several ways. For one thing it is a book with several historical problems. The book contains interesting and informative eyewitness accounts about the Persian Empire which were true to life in that period of history but which are difficult to verify from outside sources (see comments under "Historicity"). The book takes place in the Persian period (539-331 b.c.) after many Israelites had returned from the Exile to the land of Palestine to rebuild the temple and set up the sacrificial system. Most Israelite captives, however, chose not to return to their homeland. They should have done so for Isaiah and Jeremiah had urged the yet-to-be-exiled nation to come out of Babylon (Isa. 48:20; Jer. 50:8; 51:6) after 70 years (Jer. 29:10) and return to the place where the Lord could bless them under the covenantal promises (Deut. 28). Esther and Mordecai had not returned to the land and did not seem interested in complying with the prophetic command to return. The Persian monarch mentioned in the Book of Esther is Xerxes (485-465), known from other sources as Ahasuerus (see niv marg.), a strong, effective ruler. The events in this book occurred between those recorded in Ezra 6 and Ezra 7 (see the chart "Chronology of the Postexilic Period," near Ezra 1:1). The events in the Book of Esther extend over a decade-from 483 b.c. (Xerxes' 3rd year; Es. 1:3) to 473 (the end of Xerxes' 12th year; 3:7). Characteristics. Esther is the only book of the Bible in which the name of God is not mentioned. The New Testament does not quote from the Book of Esther, nor have copies of it been found among the Dead Sea Scrolls. The Law is never mentioned in the book nor are sacrifices or offerings referred to. This fits the view that the Jewish people residing in the Persian Empire were not following God's will. They were shunning their responsibility to return to Palestine and to become involved in temple worship. Prayer is never mentioned in the book, though fasting is. In other postexilic books prayer is important to the main characters (both the books of Ezra and Neh. are good examples), but in the Book of Esther nothing is said about Mordecai or Esther praying. Both Esther and Mordecai seem to have lacked spiritual awareness except in their assurance that God would protect His people.

Walvoord, J. F., Zuck, R. B., & Dallas Theological Seminary. 1983-c1985. The Bible knowledge commentary : An exposition of the scriptures. Victor Books: Wheaton, IL

I think you are absolutely right about the time that had lapsed between the first decree of Cyrus (539 B.C.) and the time of Esther (ca. 479 B.C.). John Martin's comments (above), particularly references to the command to leave Babylon, are very significant. I would agree that the first opportunity to return may have been rejected by the parents of Mordecai, and that Esther would not have been born at that time. I don't see as much responsibility on Esther's part, because she was under the authority of her uncle, as a daughter would be to her father. It does seem that no effort was made to return, even though there is a scriptural command to do so. One cannot know all the factors that contributed to this condition.

What really troubles me about Mordecai is that his Jewishness does not seem to be sufficient reason to return to his homeland, but it is sufficient reason for him to show disrespect for the Persian authorities. As I read Jeremiah 29, the prophet instructs the Jewish leaders in Babylon to accept their time of captivity, the plan to live there for a good while (70 years to be exact, 29:10). As I read these words, the Jewish people are to be good citizens while in captivity, seeking the good of that place (29:7). This was a command that seems to have applied to the 70 years of captivity. I see in Mordecai an arrogance that is somehow tied to his race, but no faith related to who he is as a Jew. I see Esther as a young woman who lives under the authority of her uncle. I don't see any faith in God on her part, either, but neither do I see the belligerence of Mordecai.

It would seem that Jewish people of faith would seek to obey the prophetic command to return, one way or the other (though I fully agree they would have to pursue this more aggressively on their own, as opposed to joining with a larger group, as happened earlier (Ezra) and later on (Nehemiah).

I think you are right to observe that the timing of the Book of Esther does not coincide closely with any of the "returns" we see in Ezra/Nehemiah. I should have indicated this.