I always close my game when I'm done with it and the few times that Frank has shown up before I got back, when I did get back, he was already sitting at a table waiting for me. If you know how often Frank shows up, you don't have to bother leaving your game open. Just time it and open it around the time he's due back. For me that is about every 5 hours, though I'm in my game almost every 45 minutes or so.