Well, if it changes back, you have the passcode on the yellow stickie right? Just do it all over, or go back to the dealer and download the passcode again.My dealer gave me a "yellow" stickie with a passcode. I changed it before leaving the lot. I don't know if I have the master code or not.
My only concern is being somewhere and having the battery code dead or require replacement. Doing that will reset the passcode back to the hardcoded master.
What they should do is allow you to text in and retrieve it, based on your VIN. They could use 2 factor authentication. That would make it safer than more ATM cards.