I tried out your scenario with my X10 and believe that I have found a workaround for you.The exposure factor dial is only inactive in EXR Auto Mode.
Yes, it works, i wonder why, yet when using the monitor i would love to see the effect of exposure compensation on the live view, is there a hidden setting for that too?
As for the LCD turning itself back on from "Off" mode in Auto or EXR modes, even when the controls are inactive, that is a niggle. I would just be careful in that case to "keep fingers off."
True, i try to hold it carefully yet maybe i have to buy the $40 thumbgrip if i can find a way to have it shipped here (our postal service has created a $14 import limit for non-european goods)
Useful tips and facts about Fujifilm X10: https://docs.google.com/document/d/1RYxbNsSGs2FtpkjpsLlA-yrkjXO_DKiBaVpMdLPA5P4/edit#
Collected user advice for all Sigma DP1 and DP2 models: