Changing squawk code seems like a bad idea (as well as totally
unnecessary). You are already radar identified, changing squawk code
would just "un identify" you. Seems bad.
As far as declaring an emergency goes, I would only do that if there
was no other route that would not endanger me. Perhaps if TS were
closing around me that would be an emergency. Being irritated that you
must turn back and go back to the airport you took off from doesn't
sound like a reason to roll fire trucks.

-Robert, CFI