I don't think that's possible in "every" instance. It depends a great deal on the "other" application. Does it save something like a recent files list to registry? Or does it implement an ActiveX server (with methods for obtaining it's saved file list) so you can link to it from Lisp?
Even if one or more of those can be answered positively, how are you to be sure that the user didn't saveas and then do something else directly afterwards? E.g. opened file A (the one you had from getfiled), then saveas to name B, but immediately open C and save that?
Perhaps you'd need to figure out if your design can be changed so as to circumvent this issue entirely.