I just accidentally sent a game request to the wrong place. I don't want to waste people's time, but I can't find the game request to cancel it. Is there any way to do that, or should I just wait for the game to be rejected and request it in the right place?

Being more specific: I sent a Roblox game request to the main add a game menu. However, I now remember the other Roblox game that I requested being requested as part of the Roblox series and not as it's own individual thing.

Go to your pending actions page, click on the game requests tab and there should be an option to withdraw the request.