My friend - an American citizen is coming to stay with me in the UK long term soon. She has a work visa and an updated vignette. She is concerned that she will need a return ticket for the next day of her arrival just in case immigration decide to send her back. Is she worrying unduly?
She is worrying unduly. If there is any realistic chance of immigration sending her back, the airline won't let her on the plane from the US (they will get fined by the UK immigration authorities).
Now, we can't guarantee beyond any shadow of a doubt that she will not be sent back - but it is extremely unlikely. The difficult bit was getting the work visa; the Home Office has already said she's welcome to stay in the UK as long as she likes.
As noted on a comment to the question, if UK immigration does reject her, she will be put on a flight - with or without a ticket. The airline might then try to recoup the costs from her, but this is such a fantastically unlikely occurrence that she is much better dealing with those costs when they (don't) arise rather than buying a ticket which she won't use.