I asked the Imgration office in Kunming they said can't must hold the visa to Vietnam then cross the border to come back .

You can get a multiple entry business visa for Vietnam, valid for 3 months at the Vietnamese consulate in Kunming. Costs 900 Yuan. Alternatively single entry is 350 Yuan. 12 month Vietnam visas are available in other cities/countries. Yes, it kind of sucks that you have to enter Vietnam properly and pay for their visas even if you are just staying for a day (or only a minute) but this is the way it is if you want to be official.

legally you need an entry/exit stamp from another country before
returning to chinaland. some people on various forums claim to
have reentered without a foreign stamp, but you can't count on

this. from kunming you can also head south to laos ($35 visa).
there are also cheap flights to myanmar and thailand.