As a GM you are the end-all of the rules in this game or any game, as such it is up to you to keep the game moving forward while allowing the players to be the coolest kids on the block and become the Legends they want to be.
If you are not familiar with the Rule of Cool, its a long standing trope that means that there is willing suspension of disbelief for a given element is directly proportional to its awesomeness or coolness. This is something that happens a great deal of time in film and television. In RPG's this is occurs when a character or characters want to pull off something incredibly cool, and so long as it is plausible within the rules, the character(s) are allowed to break the wall of belief.
This rule is meant to break logical consistency, but so long as the break is advancing the story or adds the excitement of the story, then this should be allowed, and allowed as often as the players can come up with cool but somewhat plausible reasons or thinking behind what they are attempting to do.
With that stated, the key to this rule not becoming a drag on the tension of the story is to establish early on just how much crazy you are allowing, and that everyone understands the feel and flow of the story. As the GM you need to maintain a consistency with the rules in the world and the game, and allowing things to happen all the time because "it's cool" makes this rule lame.
In any case so long as the cool factor of the character's attempt is within the realm of possibility allow it to happen. Make it an intense moment, they are after all break some rules of reality, have them make some skill checks, attribute checks or even spend some of that valuable Heroic Luck.
While the cool moments should be something on the scale of a Micheal Bay film moment, if every moment is like this, they will lose their sense of awesomeness and loses its cohesiveness and will make the more often slower moments will seem boring and players may be less invested with these moments.
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