Lanterns can be used to save your progress, do not save in the Hunter's Dream, that will cause you to spawn in and fall into the void. There is a work around though.
In my experience it was only unsafe to save in the Hunter's Dream when the Doll was on the balcony, but it seems this was patched (I tested it a moment ago). It should now be safe to save in the Hunter's Dream wherever the Doll is.
