How can I undo discard changes in GitHub Desktop?

GitHub Desktop Menus -> Repository / Restore Discarded changes

First of all, Don't Close the VS Code.

Then open all the Files Where you have done Discard Changes.

Press Ctrl+z for Undo & CTRL+S for saving the changes.

It's worked for me.

You can find those discarded files in the recycle-bin.

As of 5/8/18, and if you're using the latest version of github desktop or github desktop beta, uncommitted discarded changes are now copied over as new files and put into your trash/recycling bin.

This is what the current prompt looks like: