In answer to the original question, in roguelikes, typically, it involves saving & quitting, exiting the game, and copying the save file to a completely different location entirely outside the game folder or any place the game can get to it. Then, you start up the game and continue. If things go sideways, you exit the game, copy the save back into it's original location, load up the game, and try again.
Since it involves manipulating files at the system level, operating entirely outside the game, it's kind of a shady practice. Thus, it's generally frowned upon by most fans.
That being said, it's a single-player game, and even the leaderboards are confined to your computer, so if you want to save scum, you're only cheating yourself.
Following on from the last post, it can be a nice way to ease yourself into the genre until you get used to it. That said, it'll detract away from the experience and winning won't be as rewarding, so it's not something I recommend getting in the habit of.
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