Flying in the fog can be a blast , go for it!
Never have used a test stand for breaking an engine in. Reserve the stand for initial setup perhaps but I always do the real breakin on the wing.
I would just take the same after run precautions of drying and after oiling that I would on any damp day.
Some folks may not, but I do.
Other than that,the engines that I broke in on damp days never seemed one bit different than the dry ones.