Split the positive connection on the holder so each batt will have its own fuse shut down. That way if one batt goes ballistic, the other batt won't see the backlash.
If you don't split the positive connection on the holder, you will have one common fuse - if you happen to put one batt in backwards and the other batt in correctly - you'll have a batt meltdown. That's why each batt needs its own independent fuse to protect that batt in situations of extreme current dump that happens with short circuit or reverse polarity.
Batt1 + > 2x fuses in parallel > common wire
Batt2 + > 2x fuses in parallel > common wire
Common wire >
dna + input
Another alternative since your goal is to simply lower the resistance of the fuse when using parallel fuses, is to use a single fuse on each batt that has the same hold current as the 2x fuses in parallel. With a single fuse on each batt, you will still have parallel fuses when you connect the common wire so the combined resistance of the fuses will be lower.
For example, if you have a fuse with a 5A hold current and you put 2x in parallel, you now have a 10A fuse. Use a single fuse with a 10A hold current on each batt.
Batt1 + > single fuse > common wire
Batt2 + > single fuse > common wire
Common wire >
dna + input
The problem is though the higher the hold current, the larger the fuse is in size - so you may not have space inside the mod for the larger fuse. And you can't find surface mount fuses higher than 4.5A hold current - at least that's what I've found with my search for one.
Another thing is that since current is shared with parallel batts, you can use a lower hold current fuse on each batt and still safely protect each batt and the circuit. However, you don't want the fuse to trip during normal operating mode and you don't want it to trip from simple internal or external heat - so you need to choose a hold/trip current high enough that will prevent inadvertent tripping but not too high that it won't trip to protect the batt and circuit.
Choose whichever method works best for you and the space you have inside the case. Your goal is to protect each batt as well as the circuit.