No, normally the best course of action is to persist with either the objection or what you are doing. In that situation it is hard or harder for an appellate court to later apply waiver.
We make objections during a trial. Or an objection is made to something we are doing or asking.
If you are making a valid objection, it doesn’t seem to be a good idea to withdraw the objection most of the time. Certainly there are times when on reflection you realize the objection was wrong, or perhaps not stated well, and so it is fine to withdraw the objection or state it better.
The same when something you are doing is objected to. Make a record in each instance to preserve the issue. You are entitled to make an argument or proffer as to why what you are doing is appropriate and admissible. I think that a military judge who won’t let you make a reasonable proffer is in error and an appellate court would see. That way the “error” if there is one is preserved; then the appellate court might indicate the judge’s error and also allow the appellant to litigate the error on appeal.
Professor Colin Miller The Great reminds us of to persist in the objection or make a record in his post about a Utah case.