When you run the wizard again, the Entities will match by Physical Table Name for refresh purposes. That is, if the Physical Table Name of an Entity selected to import matches the Physical Table Name of an Entity already in your Extension, then Integration Studio will update the definition of the existing Entity instead of creating a new one.
As you are using a dblink, the Physical Table Name of your Entities should have the name of dblink in it. When you run the wizard again and select a database connection, no dblink will be used and therefore the Physical Table Name of the new Entities to import will not have the dblink name.
Long story made short, you cannot run the wizard again. To update your Entities and keep their identity for Add/Remove References purposes, you will need to define a Logical Database name for all your entities, and update their Physical Table Name (e.g.: remove the "dblink"."db"."dbo" part).