I've never tried or heard any of these fuses. The analytical part of my brain questions why they would work, and is attracted by those who would say it's all expectation bias, voodoo, etc. However, I also recognize that there are plenty of things in this world I can't explain and that even small changes in the signal effect sound.
For instance I wouldn't have thought a preamp bypass switch on the ATLP120 turntable would color the sound. However this video shows that the small change to the signal path from the preamp bypass (if I remember correctly it went through an extra capacitor for some strange reason) changed the waveform and the high frequency outputs. When he took out the preamp section the waveform is visibly different, and the sound changes perceptibly.
https://www.youtube.com/watch?v=4NT67ii04uQI wish someone with the equipment would do this for these fuses on a pre-amp to see if it does change the waveform. Since this occurs before the speaker path it seems like this would be easy to measure. That would be convincing.
For now I have plenty of other items that I think would make a bigger difference to my sound (room, etc.) to even consider a fuse.