I'm terribly sorry... but I probably wasn't listening.
I vote for Shenanigans and Monkey Business.
Can I roll the In The Zone die 1, 2, 3 times and then if I fail choose not to use it?
I agree with Larry, if you've started re-rolling, then I feel that you have effectively taken the decision to 'use' the skill die and so cannot choose to put it back in your mat. But that's just me, I will generally take the option that favours the game in solo and co-op games.