I would definitely prefer a fuse but I'm struggling to find something suitably small. I did wonder about using a PTC resettable fuse instead, as that can be wired in permanently which saves some weight. Not sure how normal a solution that is though.
As far as I know, it isn't "normal" but if it works, it can be used so there isn't a reason I can think of why it wouldn't work so long as it does the job of being a fuse.

It's fine, no harm done and better to find out the DasMikro is a bit dodgy now than at an event or something...
DasMikros, as you may have seen on the RW101 forum, can be a bit patchy in terms of overall quality. Most are pretty good, some aren't. Luck of the draw I guess.