Most skills have an activation time during which the character is preparing the skill. During first part of the activation time, you can usually cancel the skill (apparently you can't cancel at the very end). To cancel you can just attempt to move momentarily (backwards is often a preferred choice).
Cancelling has the following results:
- The interrupted skill does not activate
- But the skill's initial costs (e.g. energy, adrenaline and exhaustion) are still incurred.
It may be possible to trick some enemies into wasting interruption skills on you (e.g. Distracting Shot) by using a skill and then cancelling before interruption and then only using an important skill after that. The time one should wait before cancelling depends on the reflexes of the interrupter(s).