Reliable set-valued prediction provides a principled way to mitigate hallucinations in open-ended question answering (QA), yet existing conformal approaches typically rely on a fragile premise: finite sampling must already produce at least one admissible candidate, or calibration examples violating this condition are discarded. In this paper, we introduce MiRD, a two-stage framework that decomposes overall miscoverage into sampling failure and conditional selection failure. In Stage I, MiRD establishes an expectation-level marginal upper bound on the probability that finite sampling produces no admissible answer under a fixed budget. In Stage II, conditioned on sampling success, MiRD calibrates a conformal selection threshold using admission-correlated nonconformity scores defined over the full calibration set, thereby preserving calibration-set integrity. Across three open-ended QA datasets and eight models, MiRD controls sampling risk, conditional selection risk, and overall miscoverage, while yielding tighter first-stage bounds than PAC-style alternatives and more adaptive prediction sets than successful-only calibration.