A couple of points
1. I have come up with a solution for this
2. It is really quite tricky and not something I would recommend to a beginner.
3.My approach doesn't use a new method which is Game.MostRecentSaveSlot() which is introduced in the latest beta, if I was writing the code now I would use this as it saves an awful lot of complex coding, fiddling about with filenames and modfiying the main game loops
4. What the code below doesn't do is to force the save when you quit, which is something you need to do if you are going to use a proper Quit/Continue routine - essentially you need to force a save as part of the quit routine
5 Without going into the exact code - what you need is something like this
Either create a new button on the main menu, or in some startup scene create an attribute
in the code which is fired by the button/object
have a line which says
Game.Load(Game.MostRecentSaveSlot());