Without a return, you are doing nothing with just having the supplies. Also with the extra load on the hvac unit you have, you may find that you will need to put in either a second system, or a mini-split, and turn those supplies into returns, to help get some of that air out of there.
The main problem that caused this, was by doing the home theater, without having a Manual J or Manual D, to consider the extra demand that you were going to place on your pre-existing unit.
My A/C unit can handle the load, but I don't have any way for the air to "escape" out of the theater, thus ther eis a limit on air coming in since the room is already "full" pressure wise.
Then again, in summer a return/vent out would help since then A/C can come in through the supplies, but in winter, I would have the reverse problem. I would then have warm air trying to be pulled out, but nothing to provide cooler air because the supplies would be set to "heat" since it would be winter in Iowa.
I think that a minisplit is probably the best option, but know that will never fly with my wife due to looks/cost. Maybe I will have to tear out the wal piece behind my equipment, put in a vent at the top in the theater, with insulated flex-duct down to the bottom of the wall and out to the next door family room and put a quiet duct fan in. I've already got a large saltwater aquarium in the family room, so the noise out there won't be noticed, and hopefully with the flex-duct, I can keep the sound proofing properties pretty high still. The walls are staggered stud, so there should be enough thickness for the flex-duct stuff to fit with a few bends to try to kill sound.
Maybe it is just an interum step, but it is a significantly lower cost than a minisplit.