This possibility varies depending on the model of the micro spy. In general, it is possible to recover files saved with a spy microphone. Indeed, this device has been designed to allow its user to listen to his audio recording as he sees fit. In fact, it was designed so that the user could easily access the records, thus recovering them.

On the one hand, some of them allow live listening, while storing audio data on an internal or external medium. This is the case for some micro spies GSM send audio data while recording a copy on a memory card. To retrieve the recorded data, all you have to do is plug the microphone into a computer, thanks to a cable provided. In some cases, the memory card will need to be removed and an adapter (usually sold with it) will be used. The micro wifi spies also work according to the same concept, except that the data is not stored on the spot, but on a server. To get them back, just download them. In this case, it is difficult to envisage losing data. If you lose, you'll just have to download it again.

Then there are some models, so-called Recorders. They simply record without sending the audio data. But in any case, the data recovery process will be the same. 

In short, you will understand, the data is stored on a medium. In the event of a loss, it is possible to use the same means of data recovery as those used for any SD disk. There are software and technicians who can help you with this task.