In this article we first review the past decade of efforts in detecting the missing baryons in the Warm Hot Intergalactic Medium (WHIM) and summarize the current state of the art by updating the baryon census and physical state of the detected baryons in the local Universe. We then describe observational strategies that should enable a significant step forward in the next decade, while waiting for the step-up in quality offered by future missions. In particular we design a multi-mega-second and multiple cycle XMM-Newton legacy program (which we name the Ultimate Roaming Baryon Exploration, or URBE) aimed to secure detections of the peaks in the density distribution of the Universe missing baryons over their entire predicted range of temperatures.
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