It used to be acceptable to travel to Upwey
I believe there is a permanent easement for that.
However, it always seems to put you one train behind on the Bournemouth line.
The interchange between the Dorchester stations is one of my pet hates. The usual scenario is sitting in Maiden Newton waiting for the oncoming train to clear the section, monitoring the progress of the Bournemouth train on a flaky phone signal, then arriving late into DW with just enough time to tempt me into trying the connection, but never enough to actually make it. Plus it's usually dark, raining, and there's a nasty step off the pavement at the first traffic lights out of DW that I always seem to stumble over. Get to DS, locked up early as seems to be usual, soaking wet, 37 mins to the next train and wondering why I didn't just stay on to Upwey.
I've been doing this most years at Christmastime on a FOSS rover, and the Heart of Wessex line is definitely worth including, but the best way is to break at Dorchester and have a walk round this nice Dorset market town. There's a good 'spoons; though unfortunately right at the other end, nowhere near either of the stations.
I've never tried to interchange between the two Yeovil stations; the hourly bus is a circular route which only really works one way round, and never seems to connect with anything useful. And just looking at the walk on Google Streetview is enough to put me off attempting to go that way.