Rhapsodi, about six years ago Lloyd Walker of Walker Audio, telephoned me to reverse the direction of the fuse in his speed controller for turn tables. I did as he said and he was right. Why? I had no idea. Much later when better fuse came out from IsoClean and Hi-Fi Tunning, the IsoClean fuses had clear markings with an arrow.
I knew the direction of my twist on fuse connectors, name with the arrow pointing into the component. I have repeatedly compared IsoClean fuses with the proper direction for the arrow and reversed. The proper direction always sounded better. I did the same thing with Hi-Fi Tuning fuses and they always sounded better one way than the other, although there was no consistent way to predict this. Since then Hi-Fi Tuning has conceded this and now marks their fuses.
Listening is always the best check and on many units one direction is quite superior. If you go into the unit and find the two ac leads to the transformer, you want the arrow pointing to the side where the resistance is lowest to the blade.
It always amazes me that people will not just try changing the direction and seeing if it makes a difference. But you can lead a horse to water but not make it drink.
There are two other things that I do with all my fuses, but you didn't ask about that.