Unless you’ve had issue with burning up tweeters in the past, I’d recommend against adding a fuse to speakers in a nice sound system...it’s possible to hear the fuse or circuit protection in a very clear setup. Never in my 10 years of having a speaker business did anyone take out a tweeter, so if you have had issues, IMO it’d be better to figure out why, because something’s amiss....playing too loud, tweeters crossed over too low, old crossover parts that have drifted from the original values, etc.
Another option is to purchase a replacement diaphragm and keep it on hand in the event a tweeter gets taken out.