Just let piss go. On the skin, in the clothes, in the mouth…
There is no risk with regard to HIV. Exception: Pissing in the ass, because you can only do that without a condom. In this case “protection through therapy” and PrEP (pre-exposure prophylaxis) offer protection against HIV.
However, some sexually transmitted infections (STIs) can theoretically be transmitted by pissing games. A vaccination against hepatitis A and B and regular medical checks provide security.
Get tested several times a year for HIV, Hep C and other sexually transmitted infections (STI)! Swabs on your dick, ass and throat give you the security to find everything that does not belong there! Vaccinations against Hepatitis A and B are possible.