OK, it is not a MAZE, it is a PATH.
Sub PATHer()
Dim Cel As Range
Set cel = Range("???") 'set starting cell here
Do While Cel.address <> "$?$?" 'Insert end cell address here in $A$1 style
Select Case Cel.Value
Case "R": Set Cel = Cel.Offset(0, 1)
Case "L": Set Cel = Cel.Offset(0, -1)
Case "U": Set Cel = Cel.Offset(-1, 0)
Case "D": Set Cel = Cel.Offset(1, 0)
End Select
Loop
End Sub