Mr. glupson
For the Q: "How thin is that last connecting piece on the 0 AWG wire allowed to be" I'd answered that already before! It should be as thick as possible, or as thick as the banana plug can get.
From your question, and the way of wording, I assume that you are into getting a fuse between your amp and speakers. If you think of an 8-10 gauge wire as a fuse, you are wrong! The 0 AWG is the fuse in that system…When that will happened, it will light your room like a Christmas tree. That’s not only calculated and listened to, but also a visual spectacle. I feel like you got into something big!
Please be kind to share your "listened to and not calculated" experience with that event.
For your educated statement "I doubt many would claim that thicker wire is detrimental to the sound". My answerer is: Not so many, but all who did try it reported undoubt that "listened to the calculated speaker cable" had a significant improvement! Those observations were both for the reporter and his spouse that confirmed his impression of grate sound improvement. It's on this the thread, you can find it and read it.