I think this would be fine, as the mineral eyeshadows are made to be used wet-or-dry, and many other lines have mineral-based products for the face that can be used wet-or-dry for coverage, et cetera.
I'd wait for some other responses though, too, I'm not 100 percent confident in my theory.
Maybe test a teeny tiny patch using a moistened smaller brush? just to see if that area is adversely affected, before committing to a larger brush used damp. Does that make sense? I hope! Good luck!