Answer
The answer to the question "In which years did Helms return as a surprise entrant in the Royal Rumble?" is 2018 and 2021. Helms was a surprise entrant in the 2018 Royal Rumble match, and he entered at number 26. He was eliminated by Brock Lesnar. Helms was also a surprise entrant in the 2021 Royal Rumble match, and he entered at number 25. He was eliminated by Big E.