Is there a way to "unlearn" skills in Heroes III?

No, there's no way of unlearning skills in Heroes III. At least not in the core version of the game, WoG has introduced the Arcane Towers that allow a hero to redistribute his or her primary skill points but not secondary skill points. (Wake of Gods)

A good tactic that I use is to visit Witch Huts and similar dwellings with my secondary hero to avoid messing up my primary heros's skills.

No there isn't.

A standard tactic is to save your game before approaching a Witch Hut and reload if you don't want that particular skill. My autosave has saved me a few times.