Car rental in Dijon

Returning rental cars at train stations in cities in France can be challenging. It is rarely as simple as driving to the station. The big problem that I have had is with one-way rentals. Naturally, the pick up location never has had the specific instructions for how to drop the car off at the return location. I suggest that one get the phone number of the drop off location and call ahead to make sure to get good instructions like the ones mentioned by the OP for Dijon.

...and allow extra time to (1) top off the tank and (2) find the correct drop-off location.

We rented in Lille and dropped off in Dijon at the end of Sept. We used my daughter's iPhone to get us around the area. Lille to Gray, Beaune, to our out in the middle of no where B&B near Gray in the pitch black of night. We would have had a heck of a time finding our way around without it. When we got home I ended up purchasing a Garmin with Europe maps for next time.
When we picked up our car in Lille, the agent gave us instructions on the drop off. Using the iPhone we found the train station drop off with little trouble. We did miss the left hand turn to get there but made a quick U turn, luckily it was Sunday and there was little traffic. Finding a parking spot for the car was another story, once we got past the gate with the code. The lot was full and it was quite small. We parked in an aisle while we went into the rental car office to do the return. The rental return office was closed. The agent in Lille didn't mention this. We panicked a bit until we saw the key return slots. We left the car in the middle of the aisle, hoping like heck it would be ok there, dropped the keys in the return slot and got our train to Paris.

In September we rented from Eurocar in Chamonix and dropped it off at the train station in Dijon. Finding the station (no GPS) was a little tricky. There was only one person in the station, and though he didn't speak English, was able to communicate to us that we needed to call Eurocar locally and that they would come and pick up the car. Since no one answered at Eurocar, even though someone was supposed to be on duty, according to their signage, we eventually put the keys and contract in their lock box. We called their Chamonix office and let them know what was going on, then took pictures of the car and left it in the unlocked parking lot. We left with an uneasy feeling about getting a bill for who knows what from Eurocar, but so fat nothing has happened. Definitely not the way we return cars in the U.S.

Larry, Sounds like you did pretty much what we did. Although there was no one at any of the car rental agencies when we arrived(around 1pm on a Sunday). I was also worried about Europcar possibly claiming damage and in hindsight I should have taken photos of the car before leaving it. Everything was fine though.

ALWAYS take pictures of your rental car, even before you leave the lot. Unfortunately a lot of rental companies (yeah Enterprise we're looking at you) have realized that charging for "damage" real or imagined is a major revenue source. Especially if you're not a local and there is no way you can contest it.