It says action die, not action. So I think if your opponent rolled energy on a basic action/Mjolnir/Vibranium Shield die and saved that in his reserve pool you could capture it with Rogue and use the corresponding action.
I'm afraid this isn't correct. Per the rules, dice are considered to be what their face is when in the Reserve or Field (though dice in the Prep Area, bag or Used Pile are always characters or actions). Probably won't make you like Rogue much more, but if nothing else it creates a denial strategy simply by being there.
Rolled dice in the field or in your reserve pool are considered to be whatever their face is. If you have a Sidekick die in the reserve pool showing energy, then it’s an energy die. If you have a Sidekick showing the character face in your field, then it’s a character die.