Never even occurred to me to tell the players to undo a move into fog of war… 
My players had the same issue of losing their tokens. Preventing them from moving into fog of war seems like a reasonable solution. I wouldn’t even expect an error message, just drop the token back where it was. It still does potentially let the players experiment by trying to drop the token all over to sort of “map out” what’s covered in fog, though…
As another potential idea, could tokens themselves be painted with the fog of war tool, instead of just squares? Then you could make it so tokens are not impacted by map-fog, and are always visible no matter where they are placed… unless they are fogged directly. I like being able to hide enemy tokens behind fog of war, but there’s no technical difference between an enemy and a player token… so just fogging the token itself might be enough to get the job done.