When I play Cheryl, can I choose not to heal one of my Pokemon that only has a few damage counters on it so I can avoid discarding the Energy attached to it?
No, there is no choice. All of your Evolution Pokemon that have any damage counters on them will be healed and have to discard their energy when you play Cheryl.
Source: Battle Styles FAQ; TPCi Rules Team (2021-03-18)

Relevant cards

Note: All applicable cards may not be listed below.
SWSH5_123
SWSH5_123