While some minigames allow you to appear different due to how the minigame works, you can still change back, here’s what happens when you try to do so in each game.
For Death Run, you can keep your own skin as a Death
For Murder Mystery, you can change out of the space suit and still keep the jump boost (unless you’re the murderer, then you can’t change your skin). You can also switch out of the ghost color when you die.
For Hide and Seek, you can not change into a regular skin as a hider. And it’s not just because you can end up becoming solid, it just doesn’t change it.
For Treasure Wars, there’s no point in the game where your skin changes.
For Survival Games, again, there’s no point in the game where your skin is changed forcefully.
For Just Build, once again, your skin stays the same unless you yourself change it.
For Seasonal Minigames
For Ghost Invasions, you can’t change your skin while as a ghost.
For Snow Wars, again, the game won’t change your skin at any point.