In Tony Bath’s Setting Up a Wargames Campaign there was an idea for a scouting mini-game to take place before the game itself. If memory serves it was a fairly abstract affair where each side’s scouts moved across a gridded board trying to get to the opponent’s side and then back to their starting point. If you succeeded in doing this your opponent had to reveal details about troop strength and dispositions. I never tried it but I always thought it sounded like fun: a sort of quick mini-skirmish game before you get on with the big battle.
For your Mahdist Wars games maybe you could do a variation on this where it is just the Anglo-Egyptians that are sending out scouts and their opponents try to prevent them getting back to their own edge of the board?