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This can be a problem if you need a visa though unlikely if you are from a developed country. You can actually buy a genuine return ticket which expires before you use it for only $14 from onwardticket.com. There are many others offering fake tickets which may also work. I have not tried these...
I travelled in October by train. There is one train a day but with a rather hurried connection in Vigo; or a bus I recall every hour or so. Probably they don't yet have timetables for May on the website.
You can get a train all the way. One train a day to vigo then 30 minute connection time to Porto; then hourly trains to Lisbon.
It is a bit rushed as you have to walk/run 1.4km between the two stations in Vigo. The first station is huge so up 3 escalators to exit using maybe 10 minutes; and...
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