The correct fuse is a fast blow fuses, they are more tricky to find, but it is possible to modify for standard 20mm glass fuses, it will not really improve safety, but make it much easier to get spare fuses.

Joe’s testing has nothing with the fuses to do and it not really a safety test either (He says that often).

The best safety advice with this and many other cheap meters is to keep them away from high voltage and also high energy circuits.