I have the answer to this, actually, straight from the comics, if you want the low down from someone geek enough to admit that she knows.Your first supposition is the correct one, actually; Bruce forges his own batarangs, and as such he has embedded tracking devices inside them. He told Tim Drake/Robin III, "next to rocket fuel for the car, they [batarangs] are our biggest expenditure." So, as a way to cut down on his costs, he uses the tracking devices to hunt them all down. Usually thty are still *in* whatever they struck--cars, backpacks of fleeing criminals, etc.--and so they help him to find and catch the crooks who were their targets.He doesn't do it often, about once a month or so, when things are slow enough to allow him the time. Any that the GCPD come across go into evidence storage, which makes it easy for Batman to collect them. (No one in the department ever expects them to STAY in storage, btw, but they give it a shot anyway)