Ok I'm pretty certain what the answer will be here, however, I'll ask anyway just to be sure.

Situation, I have an x-wing with a target lock on a tie, it has R3. I roll my 3 attack dice and score hit, blank, eye. Can I cancel the eye then re-roll the cancelled eye and the blank with my target lock?

Thanks in advance

Once you've canceled it, it's gone. You can't then also re-roll that die. All you'd have left to re-roll is the blank.

Any chance of pointing me to the rules page that clarifies this? I couldn't find a definative section / rule where cancelling one of your own results is explained. R3 happens in the attackers modify dice step, I am able to modify multiple times hence I'm keen to understand where cancelling is different to another type of dice modification?

It's because you're not changing the focus to a blank, you're removing the die entirely (Cancelled, like crack shot)

Page 12 of the rulebook.

Canceling Dice

Each time a die result is canceled, a player takes one die displaying the canceled result and physically removes the die from the common area. Players ignore all canceled results during this attack.

Sweet thanks

...I'm keen to understand where cancelling is different to another type of dice modification?

Just to reinforce: cancelling a result is not a type of dice modification. This is important for Omega Leader and... possibly something else? Oh yeah, the Emperor.

(Rules Reference p13: Modifying Dice)