Yes, Satyr, Half-Bloods, and Demi-Gods do have a small ability (Satyr's have more than a small ability) to manipulate the mist. Thalia is the only Demi-God in the books to have done it successfully and likely because the Mist is airborne and she is a child of Zeus. I don't think it's an actual water-based mist, but more just a mystical cloud...so I can see why Thalia could do it.