Let's say someone hits WL superman with psyc blast! (NOO!!) He still gets to roll his WL Power right? If so when does he get to heal that click? Before or after the damage is taken?

P.s. I looked for this in final word but could not find it!

Yes, he still gets to roll. Penetrating damage can't be reduced, but it doesn't prevent anything else from happening from the target's powers. And he would heal after the damage is taken and everything else from that action is done.