I listend to Flashback Generations show about the Rebel Saboteurs and they talked about "Lock On" and how it could only be used before attacking but it says it can be used "while attacking" and from the RRG:
Any ability that is resolved “while attacking” or “while defending” can be used at any point during the attack with the following exceptions:

- An ability that adds dice to a dice pool can only be used immediately before step 2 of the attack.

- An ability that allows a player to reroll dice can only be used during step 3 of the attack.

- An ability that allows a player to modify die results can only be used during step 4 of the attack.

None of these situations interfere with "Lock On" so you should be able to play it to remove an X-man symbol after it has been rolled right?

It is step 4 of the attack, where you play the card more or less.

Lock On is played on step 4, because it modifies dice results by adding accuracy, removing an evade, or removing a dodge.

So definitely used after the reroll step.

My favorite scenario is when they roll a dodge and I ask them if they want to reroll. After they say no, I play Lock On.

Step 4: Add or remove icons or accuracy.

( Lock On does nothing if you play it after step 4. Or alternatively you can interpret that you can't even play it after step 4.)