Is This Legal - Practice Shot?

[SCBroncos]

I was watching a game on Saturday and the following sequence happened...

Shooter A-1 shot the first of 2 free throws. The shot missed off the back iron and bounced directly back to the shooter. Rather than returning the ball to the official, the shooter shot another free throw (a practice shot) and the ref then retrieved the ball (it went in) and returned it to the shooter for his second shot.

My question is, is it legal for the shooter to take that "practice" free throw? I thought I remember reading somewhere that this was a no-no, but now I can't find it anywhere. If it is illegal, what is the penalty, a T?