I changed this file so that - again, only on this particular VM - every query window I open using the New Query button on the toolbar starts out with the following code:
BEGIN TRANSACTION; -- COMMIT TRANSACTION; -- ROLLBACK TRANSACTION;
Now, if I open a new window and type some hair-brained query really quickly and hit F5, I might hopefully notice when the number of rows affected is different from what I expected. In that case, I can hightlight the ROLLBACK portion and hit F5 again. Much easier than restoring from backup, right?
Of course, there are other potential issues with this. Most importantly, this makes it possible to type up a perfectly valid query, hit F5, then go to lunch. Which won't cause data loss, but it could cause enough blocking to have you dusting off your resume when you get back from lunch.
If you're prone to running queries quicker than you can proofread them, don't learn this lesson the hard way - do something to protect your production data from errant DML.