A principle of Risus is that the winner of a conflict can dictate the consequences to the loser. Hopefully players will use this rule to promote dramatic play possibilities and move the story forward.
But sometimes they just want to kill off that villain the whole session hinges on, the one you spent a week of lunch hours tweaking. In that case you might want to offer the player some sort of compensation for letting your plot go unharmed. In this case assuming the player or referee comes up with a plausible reason (or at least something for a good story) that character is awarded a temporary Lucky Shot die (once you use it, it's gone unlike the Lucky Shots you bought when you created the character. So the character pockets his bootie and the villain escapes mysteriously or at least manages to get a lucky shot in and run for it.
This can work both ways. A villain who captures a hero would be well advised to shoot them dead right off the bat. If they give the hero a chance to escape by sticking them in a death trap the villain gets a Lucky Shot as well. Anyone listening to a monologue without attacking until it is over also gets a Lucky Shot die.
Dice can also be awarded for completing side missions. If a mad scientist is stealing components to build an invincible robot monster each robbery your heroes foil or investigate could be worth a Questing Die for dealing with the robot when it is completed. 'Boss' level villains could be handled the same way. Each fight you survive gives you a Questing Die to use against that villain.
Lucky Shots and Questing Dice can also be used defensively. When you take a hit sacrifice an LS or QD. Questing Dice are still under their usual restrictions. If you have Questing Dice to use against Dr. Invincible they can't be used to take a hit from the Jagged Scorpion.