I thought I'd read this elsewhere but I thought I'd only seen the cancel option when another mode was running?
I don't think so mate but now you've got me wondering. You can certainly only cancel once though, if you accidentally pop into the saucer again you'll have to play even if you haven't collected all 5 characters.
I love the shot on the UPF which increases jackpots during multiball too . . . I think the game has decent code.