Why load the saved game
?
Game game = new Game(pending_game.getPlayer(),pending_game.getApplicant());
ofy().save().entity(game).now();
Key<Game> key_game = Key.create(Game.class, game.getId());
//We add the new round
Round round = new Round(key_game,generateWord());
ofy().save().entity(round).now();
If your intention was to make sure that saving the game was successful before moving on, use a transaction:
Either all of the operations in the transaction are applied, or none of them are applied.
Objectify transaction docs with examples.