Condensation on rough or superhydrophobic substrates can induce wetting behavior that is quite different from that of deposited or impinging drops. We investigate the growth dynamics of water drops in a well-controlled condensation chamber on a model rough hydrophobic surface made of square pillars. After having followed growth laws similar to those observed on flat surfaces, a transition to an air-pocket-like state occurred because of the bridging of the drops between the pillars. Another transition to the more stable Wenzel state is later ensured by a noticeable pillar self-drying process. Condensation ends up in a few large drops in a mixed Wenzel penetration regime. The drops are fed by neighboring channels and the adjacent pillars stay almost dry, a remarkable and seemingly general property of rough hydrophobic substrates.