Reducing the review of clearly cancer-negative screening mammograms could lower radiologist workload without compromising cancer detection. We propose a closed-loop threshold-aware training strategy in which the dismissal threshold is recalculated during training and used to penalize cancer-positive images that approach the dismissal region. We evaluated the method on NLBS and RSNA using five controlled training configurations, with case-level assessment based on a one-sided 99\% Clopper--Pearson upper bound for cancer prevalence among dismissed cases. The proposed model achieved the highest case-level dismissal rates at both 98\% and 95\% recall targets. On NLBS, dismissal reached 19.74\% and 21.70\%, while the cross-entropy baseline did not meet either recall target. On RSNA, dismissal improved from 7.04\% to 14.31\% and from 13.49\% to 19.69\%. In external RSNA$\to$NLBS evaluation, the proposed model achieved dismissal rates of 12.95\% and 19.87\% at the 98\% and 95\% recall targets, respectively. These results support closed-loop threshold-aware training for high-recall selective dismissal.

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