The question I have, would a gold plated or rhodium plated fuse be the way to go?
No. Even if a fuse does sound better, there is no reliable way of being sure that is why, so no reason to decide based on this arbitrary factor. I never buy anything based on random tech stories like this. They are stories, nothing more, and the sooner you learn to set them aside and focus on how things sound the faster you will progress in this hobby.
A logical corollary, you can safely ignore anyone telling you something, anything, can't work because: reasons. Decide for yourself if something works by listening to it. Then later on you can decide if the story makes any sense. Never the other way around.
If so, which would be the better choice?
One that sounds good. Since no one really knows exactly why one sounds better than another, the only reasonable path is to choose based on listening impressions of people you feel you can trust. All you can do. That is why instead of asking people here and having to wade through all the anti-fuser blather I search and read listener impressions and reviews.
Like, you could search and read my reviews of the Synergistic Blue and Orange fuses. Long story short they are both very good and about equivalent to a good $500 power cord. At least on most things like my Melody amp, which is about as close to your PL as you are likely to find.
Only one place they have not performed, the motor controller for my turntable. Now is a great time to buy Synergistic, there's specials with things like buy 2 get 1 free, at least at high-endelectronics.com not sure if all Synergistic dealers are doing this.