Windows does keep track of most recently opened files in a list. Not sure if Windows uses MRO or MRU entries in the registry for this.
Anyway, double-clicking on the entry of the PDF document that was most recently opened, I would consider to be the universal solution. Of course, there are limits to the amount of entries in this list, so it is possible that the most recently opened PDF file is "bumped out" of this list. Which happens quickly enough if you open lots of files all the time.
Perhaps there are tools that can adjust the default limitations that Windows applies to this list. But I'm too lazy to look any of these up.