For me, it all depends on how well I bend/shape my fuse. The blue one that I did as a bending sample is a perfect fit. I'm good to go. Don't hesitate, folks, to waste a few 70¢ fuses developing some technique and figuring out what works. Other than that, yes, let the pursuit of the holy grail of fuse holders continues. (FIMO clay)
ADDIT: you know, what I did, that I'm not seeing anyone mention doing, is that I bent it to be too thick, then filed the legs, checked, filed, checked, and filed it into perfect (so to speak) shape and thickness. still, only took <5 min.
also, don't underestimate the power of the little sticky nubbin' (furniture bumper, felt, the little rubber clear stick-on bumpers)