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For starters I recommend not using keys on rooms that only contain treasure until everything else possible has been opened. It will provide a surplus of keys for more critical doors.
http://steamcommunity.com/sharedfiles/filedetails/?id=214473259
Given the nature of the bugs in this game, I wouldn't be surprised if there's a potential to get stuck.
But you could also take Skirmisher's advice and save keys from earlier floors to use on the second or third floor of the act you picked them up on, though. It does help save quite a bit of time if you're just trying to reach another floor/boss quickly, but you will lose out on quite a bit of loot.