Exactly what the title says. I got an idea (that's certainly been done before) of having a switch palace be a "Switch Fortress", that will have one of the four events activate after normal level completion, which in this case, would be after defeating a boss (causing the level to end).
I have no idea which events are what, and I'm sure there's some post somewhere that my dumb inferior brain managed to miss.
Go to the overworld editor, click overworld, and go to "Change Special Message Levels". Then set all 4 switch palaces to the level you want. You also want to make sure the level isn't set to destroy itself after you beat it, otherwise you can't go back in. If you wanted it to just be 1 out of 4 then go to overworld again and click "Destroy Level Tile Settings" with the level you want highlighted, and set it to destroy itself.