Oh yes! The search for an accurate Hygrometer treds on
When you go to buy one always look at the readings of the others around. At least this method works for Analog gauges which I actually don't like. Choose one from a group that read the same.
I'd say to remove the gauge when the MK sprays and place it back in after. This way your probe doesn't get wet at all and just collects the ambient air moisture once back in. The only ones I've found to be accurate is the Fluker's Dual digital temp/humidity gauge. It doesn't have a probe and seems very accurate unless directly hit with water which in any case messes all hygrometer readings up completely.

The other is the Zoo Med Hygrotherm climate control units I use. They are very accurate. Usually only being off by one degree or one unit off humidity, but like all others you do not want to have the collector that's placed inside the enclosure hit directly.