The leads are flimsy. Some bean counter in the factory with too much authority, no doubt. With leads that flimsy the most likely problems are the wires are difficult to splice and are prone to breakage if stretched. Wires, even this small, will still blow the fuse if shorted. Individual fixture lead wires are unlikely to become overloaded and should be safely enclosed in the light fixture enclosure anyway. Determine the maximum total load on the circuit and fuse (or circuit breaker) above that value but below the circuit wiring rating. If a five amp. circuit breaker (commonly available) will work and your circuit wiring is 18 AWG or better, I would go with that. It is impractical and unorthodox to fuse individual light fixtures.