Aftermarket fuse to tame a bright system?

Speaker placement/toe-in changes that will make a substantial difference can be quite small and may even help with other aspects of performance.  This is the cheapest, and probably the best fix; if it doesn't work out, just undo the "fix."  I don't believe one needs to use the same cabling throughout, so swapping in one or two other cables to see if that is the fix is a good approach too; it will cost you nothing if you kept the old cables.  

The last thing would be spending money (although that can be fun anyway).  Power cord changes probably won't do the trick--good power cords tend to help with dynamics, clarity and sometimes soundstaging, but rarely fix brightness--but, then again, they are not likely to make the sound worse, so that it not so much a gamble.  

@gavin1977 Adequate break in is a good idea. It enforces a measure of discipline against rapid changes.

Have you considered adding an Equalizer? Either analog (Loki) or digital (miniDSP)? An EQ will yield more predictable results than using cables for tone control. And possibly cheaper in the long run. 

I remember back in my younger years purchasing the kimber kgc, pure silver Interconnects. Out of the box best cable I ever heard. Then after breakin they went bright on me. Stayed away from silver ever since. I find a good hybrid seems to be the ticket for my ears. I have acoustic zen absolute speaker cables and it’s the first cable after many to sound perfect in my system. I get all the air, fabulous midrange and very articulate bass. These became a game changer in my system.

As far as fuses go, I have used some that tamed brightness, but…. They also sounded dull and lifeless. I would not recommend that route. Break in might help, but often I cannot tell if the cable broke in or my ears adjusted. From my years of experience I can tell you suggestions and opinions are not going to get you satisfied. Unfortunately you are just gonna have to try different things and that cost money. Everybody’s ears and systems are different. I still have all the fuses I have purchased. If I knew which one cut the highs I would give it to you for free.

No fuse, even ones made with gold and diamond vapor deposited crystals imported from Neptune, will tame brightness...so sorry.