Yes, both fog light wires need to go on 87. That goes hot when you put power across 30 and 86. If one was on 87A, it would be on when the switch was turned off.
On factory fog light installations, fog lights won't work with the high beams on. So you could supply power to the relay coil from the low beam terminal on the dimmer switch. If you switch to high beams, the fog lights would turn off. I have fog lights on my F250 and did not wire them that way, so I can have fog lights on with high or low beams.
