Yes, you can leave a challenge at any point!
If you have started a challenge, and have cooked a couple of recipes / packs and are yet to complete it but wish to leave the challenge -
1. Open Sidekick app
2. Click on Cook > Challenges > Click on the challenge you wish to leave
3. Click on the 3 horizontal dots present at the top right hand corner of the screen > Choose 'Leave Challenge' > Click on 'Leave'
4. Once you leave a challenge, your progress of the challenge will be reset to default. If you wish to participate again, you can join the challenge again and will have to start cooking from the beginning!