I only ever play a scenario seriously once. I play ironman and only keep one save I overwrite every turn. The maximum amount of time I can 'rewind' is thus limited to 60 seconds. So if I want to 're-roll' my turn I can do that (or if I forgot to give an order I intended to, etc.), but I cannot go back to fifteen minutes ago and move down another approach route.
Whatever result I get at the end, is what I get. If I get my butt kicked fair and square I give a friendly nod to the scenario designer and move on. I may play it again from the other side just to experiment or see what was the situation from the other side, but I don't take those seriously and I rarely finish them. Once I've seen what happens in a scenario it's difficult for me to go back and do it again given I've already seen it once, I wouldn't feel it was 'fair'.