I found this angles heat sink that helps keep the moisture away from the sensor. I did a back to back test with and without it with no effect on the AFRs.

I am putting a couple MerCruiser 250 superchargers with coolers on some 454/330 horse motors that I’m rebuilding. Would like to use sniper EFI and an O2 sensor if possible. I want to leave the stock exhaust on it though, I am limiting the horsepower because I have bravo ones. Anybody done this?

You should be limiting the horsepower because you have 330's with cast pistons and cast crank.
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And I don't believe anyone on this forum would recommend this.

There are several (3-4 ? )companies that make plates for adding O2 sensors in between the manifold and riser.

Google search oxygen sensor plates for Mercruiser marine engines.

I have used wide band o2 for years with no problems, affordable fuel injection make o2 plates for a lot of marine exhausts, they even made me some custom one for my new water manifolds, I did use the old Holley commander 950 on a Holley 250 blower with twin 900 cfm tbi, they are not self tuning but was fairly easy to tune with wide band o2. Not sure I would trust the self tuning with a sniper, also with the ecu in the throttle body they are subject to a lot of heat and vibration, maybe others have more experience with the sniper system, I still use the commander 950 it has proved it self with bullet prove reliability, unfortunately Holley no longer supports it., the sniper 2 is better

I have lots of dead o2 sensors over the years. Zero issues for over 100 hours after I installed bung extender found here:

https://www.innovatemotorsports.com/...6D2Jpm2tnQZ2SR

It must be clocked correctly to be effective.

Running open loop is not ideal in my opinion.

Steve