MGUK82:
Is there a way to restart an individual hole that you feel you've messed up to badly without quitting the entire round?
If you want to practice your approach on a given hole, you might want to try the single hole from the WGT Community > Golf Course tab.
The set-up is from the front tee and standard green speed though. So you would need to lay-up your tee shot to your normal approach. You are allowed 15 shots per hole I believe so you can hit in and out of the bunk before you reset.