If you ever find yourself without drones, rush home!
I understand you can discard a die to reroll the remaining dice any number of times, preventing the discarded die's drone to be destroyed. If you happen to have only one drone, you can discard it to reroll the remaining zero dice.
in another situation, you could have a really bad roll and destroy your last drone as a result of exploring. That is all on you. You should've known better to protect your drones before exploring.