I think I might just have figured this out for myself by clicking on the help button next to Display Review Button
The help file says:
"This will display a button after an incorrectly answered question, allowing a student to re-attempt it. It is not compatible with essay questions, so leave this off if you are using essay questions."
Changing this button to No seems to mean you can get multiple attampts at a lesson without the answers being overwritten.
Excellent!
