Dear Sven,
Every time you modify the problem settings within the interface, FePEST will "realize" these changes and therefore it will ask to re-create the PEST files. Alternatively, you can easily open the PEST Control File from FePEST and modify the single parameter, which controls the termination criteria (NOPTMAX).
By the way, if you stop the PEST run without this has terminated by its own, FePEST will provide the last parameter estimates found by PEST also.
Regards,
Carlos