I posted this to the modules mailing list, but the signal/noise ratio on that lists seems to have fallen through the floor, so it doesn't surprise me that I got now responses.

For testing related stuff you might want to try perl-qa@perl.org which is focused on that very topic.

So, should I risk this? Is this a reasonable solution? How and where should I put appropriate warnings?

What Abigail said :-)

Ask for the configuration information you need in your Makefile.PL/Build.PL. If you can figure it out don't ask if you're not running in an interactive session. Skip the tests if you cannot get the appropriate configuration info from the user.

Module::Build has some handy functions for doing this.