So, the bonus screen replaces your current screen, and you have limited chances to do so, and the more you succeed, the harder bonuses will be.. right?
It sonds more like a wild card than a free jail-escape card to me. If you fail you'll end up back the stage you wanted to skip, with more times and deaths. I don't think the concept itself is bad, but I'm not sure if it could be the anti-frustration support.