Medical palpation is a key skill for clinicians. It is typically trained using animal and synthetic models, which however raise ethical concerns and produce high volumes of consumables. An alternative could be visuo-haptic simulations, despite their training efficacy has not been proved yet. The assessment of palpatory skills requires objective methods, that can be achieved by combining performance metrics with electroencephalography (EEG). The goals of this study were to: (i) develop a visuo-haptic system to train nodule detection, combining a Geomagic Touch haptic device with a visuo-haptic simulation of a skin patch and a nodule, implemented using SOFA framework; (ii) assess whether this system could be used for training and evaluation. To do so, we collected performance and EEG data of 19 subjects performing multiple repetitions of a nodule detection task. Results revealed that participants could be divided in low and high performers; the former applied a greater pressure when looking for the nodule and showed a higher EEG alpha (8.5 - 13 Hz) peak at rest; The latter explored the skin remaining on its surface and were characterized by low alpha power. Furthermore, alpha power positively correlated with error and negatively with palpation depth. Altogether, these results suggest that alpha power might be an indicator of performance, denoting an increase in vigilance, attention, information processing, cognitive processes, and engagement, ultimately affecting strategy and performance. Also, the combination of EEG with performance data can provide an objective measure of the user's palpation ability.