Before the phrase 话又说回来, the adversative conjunctions 但 and 可 are often used. 不过 can also be used as well.
In this case, the phrase can be put in the middle of the sentence. Commas are put around both sides of it.
But still, why can’t we do something that is better for us?
kě huà yòu shuō huílái, wǒmen wèishéme bù néng bǎ shìqíng chǔlǐ de duì wǒmen gèng yǒulì ne
Yes, she is a bit worried, but it is her first performance after all
duì, tā yǒudiǎn jǐnzhāng, dàn huà yòu shuō huílái, zhè shì tā dì yí cì biǎoyǎn