To be able to reconnect you need Admin permissions in Criteo. If you're unable to select an advertiser it's because you don't have Admin permissions for that specific advertiser.
Start off by clicking Actions and then Reconnect on the data source you wish to reconnect:
Click on + New credentials:
Sign into your Criteo account in the popup window:
Select all the advertisers you want to grant Funnel access:
Click approve once you have selected advertisers:
Your first Criteo source is now reconnected and will continue importing data as normal!
To reconnect more than one data source simply select the recently added credentials in the reconnect popup window: