I blew away my save last night because I had gone in to train a character, realized it was the wrong one, and tried to hit escape to cancel out. Right after hitting the key I realized "oh wait, I need to input 0 times to train" and hit 0 and enter. And since the game apparently buffers the keypresses it seems that 0 on the escape screen will also quit without saving.

Fortunately, I was only a couple of stars in, so I didn't lose much progress. I just need to make sure I don't do that again (I know about backing up the saves, I just hadn't saved since my initial starting out save so the entire session was toast).