If you pick up a red gem before you hit a check point, you get another chance to get it again! After it saves from One Eye Willy, die or quit to reload. When it starts up again, check the same spot and voila, another upgrade!
I first noticed this in Act 4-5 Suburban Nightmares near the end before the church. There are 2 red gems in this area and I died while playing Legion Hunter on my second play through. I just checked one of the spots with the demon pubes and noticed it was locked again and went through the process again. And behind the door was the red gem again.
Anyway, this helps fix my spec of only upgrading health and the light shot before upgrading damage on any of the guns.