Use the histogram and don't go off the right hand side, unless intentional! The Fuji's are sensitive to blowing the highlights, but conversely are good at recovering shadows, Here is an example (that I use in one of my workshops) taken using an X-T2, so same sensor as yours. top is original RAW, bottom just uses the Shadows Slider in Lightroom to recover the shadows - lights are still blown out on front of Lowry Theatre, but there is on ly so far you can go!! But it shows what your sensor is capable of.
Edited - This was an X-Trans sensor, I've not any experience of the later Bayer sensors - ie X-T100