To bake parts of my retopo separately, I need to select them and bake while the option "bake selected only" is checked.
Naturally I select a rectangular lasso for this. Then I start baking.
That`s when 3D Coat awkwardly insists on keeping the rectangular select tool instead of letting me use my cursor to adjust scan depth. If I could only use the a regular stroke mode, I could paint as usual.
So basically, you need to abort the whole baking process, switch stroke mode, then re-enter.