I often have a problem with these kinds of questions because they infer that there is something wrong with the ending that the author chose. Clearly, if we think about the story, what makes it so outstanding is the situational irony that Saki employs when Gortsby realises that his original intentions were correct and that he had been tricked by the young man after all. Changing the ending would completely take away that irony and result in a very different kind of story, and you need to be aware of this when answering this question.
However, having said this, another possible alternative ending would be to end the story as we have it just after the following comment from Gortsby:
"Poor boy, he as nearly as possible broke down," said Gortsby to himself. "I don't wonder either; the relief from this quandary must have been acute. It's a lesson to me not to be too clever in judging by circumstances."
The story could stop at this stage, with Gortsby congratulating himself on the lesson he has learnt. Then the story could switch to the young man in a pub or bar, complacently drinking some beer very happily, obviously showing that he was a confidence trickster after all. This would be a different way of retaining the same kind of ending.