On the Jetstream41, the flight manual says that the undercarraige override button must only be used when you are in danger of ground contact e.g. enginge faliure and the gear hasn't come up and you're not climbing that well.
I think that if the gear didn't come up, I would leave it down, subject to the example above. If you did use the override and then the gear didn't come down, the subsequent "tea and biscuits" could be very uncomfortable.