Actually, I tried to look in the wrong place, - I looked into the docs and found no information about my question.
But when I looked into the source code of DataLoader, - I found out, that you can easily do what I have described above by just directly calling
dataloader = torch.utils.data.DataLoader(TrickyDataset(*params))
dataloader.dataset.update_epoch(epoch)

And now it works (I hope so, haven’t visualized it yet).