If you accidentally approve a permission to connect your wallet to a site and you suspect a scam, you can easily revoke that permission in Phantom before approving any balance transfers. Just don't click anything else on the site!
Unlock your wallet and find the Gear icon
Open that tab and click on Trusted Apps
Hit the Revoke button on anything you suspect
You can also revoke everything and start fresh!
Hot tip: If you're participating in mints outside of Magic Eden, it is good practice to revoke access after every drop. Don't leave everything connected to your wallets!