"Dodge: When this unit is engaged by an opposing unit, prevent damage dealt to this unit equal to the number of rolled skill dice that do not deal damage."
A skill die is considered to deal damage if it rolls a side that says it deals damage, regardless of whether the result is actually used and the damage is actually dealt. Since dice are resolved one at a time, Dodge looks at the results of your dice roll, not how they are actually applied, since they may not all be applied at the time you need to assess whether or not the unit with Dodge is defeated.