Finally got around to scanning the instructions that came with my NOS factory fog lamps.  I did some (light) investigation and there doesn't seem to be a good way to wire these to turn on without the headlamps also being turned on.

Hope this can help some people out!

Subaru_EA82_Factory_Fog_Lamp_Installation_Instructions.pdf

Wire the relay to a switch on the dash.  Feed that switch from one of the power lines that is switched off when the ignition is off, like the radio feed.  Hot power to relay for the lights, run a new fused wire from the+ battery terminal. 

Meh...  It's wired in on both the RX and RX-RA and I've still got a pile of projects.