Bruji

There seems to be no way to preview or verify while using the "get advanced info" feature. I'd never used it before, and thought it would be a nice tool to update the castlists using the imdb. However, on my third title I noticed it had mistaken the Chinese film I was asking for info on for a Russian film which, I guess, has a similar title, and subsequently I found a Russian cast (and director) on my Chinese film... uh, oh!

Is there a way to tell it: "Yes, THIS is the film I'm looking for!" before updating the database? Alternatively, is there a way to undo it if it sucks in a bunch of information from the wrong film?

Sounds like you are running the command on several DVDs at once. There is an undo function but it will undo all the changes to all the DVDs that you ran the function on at the same time.
Run the advanced info on one DVD at the time or otherwise open the DVD in the edit window and use the gear button at the bottom right to trigger the get advance info, this will even provide you with a drawer to select the correct result instead of letting DVDpedia do the best guess if there is more than one result.
The undo is disabled in the add/edit window for now because we're looking for a bug connected to the feature but you can use the cancel button to cancel the changes or the undo in the regular window if you commit the changes by mistake.