Waking the Dragon reads:
Action: Choose and stand a unique [Targaryen] character you control. At the end of the phase, if that character is still in play, return it to your hand.
Since it doesn't have the "cannot be saved" text, is there any reason this can't be saved with dupes? What about an attachment (like Bodyguard) already on the target. Would an event (something like Risen from the Sea) work? I only ask because I recall from looking at 1E rules that there was some oddness about having effects trigger at end of round.