Just wondering for powers like Shadow King's:

PURE PSIONIC BEING: Shadow King ignores all but 1 damage dealt by adjacent characters. When Shadow King is dealt damage; after actions-resolve, roll a d6. On a result of 3-6, heal him of 1 damage.

If he takes damage and loses the power would he still roll the die?

Yes.

Otherwise someone messed up by putting this power on his first click.

Basically it is this: Shadow King is hit and dealt damage. Power registers. Shadow King takes damage (clicks his dial). Knockback, etc, etc. Action resolves.

Now roll the die and see if he heals.