LordCinnamon: I'm quite the perfectionist, so I keep trying to keep Jools and co. alive. When one dies, I press F1 and have to start the game again. Is there a way to load a save without either quitting the game or finishing the mission?
Nope, there is no way to do this at all. The only way I get round it (I've been keeping Jools and Jops alive) is by completing the missions by splitting the team.
When you start a mission, clear the immediate area and break off Jools and Jops via clicking on their 'badges' above their names. Set them into over-watch (they'll squat down) so they'll fire at any enemies which -might- get close to them.
Then take the rest of your team and toddle off to complete the mission. Surprisingly you'll find even with one guy, its just as hard/easy. In fact I think its a bit easier with one guy as you don't have a 'tail' to deal with.
If these grunts get killed, just press F1 and restart, repeat, and Jools and Jops will last forever! Hooray! (Lets not talk about the other guys you'll munch through though ;)