trot immediately, rebalance, ask for correct leg. this will salvage some marks. blithely cantering on definitely won't!
you can't do the movement again unless you've committed an error of course, afaik.
Always correct every error ASAP...I used to think that if I missed the centre line..(over/under shot) better to carry on up to c straight...WRONG! Get back on cl asap and then go straight! Only discovered this when writing for pony club champs last year!!