A local radio station (rather ironically, KFOG) used to have an event (KFOG KaBoom!) every May, capped in the evening with a massive fireworks display over the bay. It was a fantastic event, people from all over the Bay Area could see it. My family had friends with a boat, so we would go see it on the bay. I don't remember there ever being a problem with fog. Fog is most common in the summer than in the fall, winter, or spring.
The last KFOG KaBoom was in 2010 (in the parking lot at Candlestick). KFOG, the station, went off the air in 2019.