Hi there, it's perfectly fine to do this as long as the fuse is correctly rated for the robot (i.e. below the max burst discharge current of the battery being used). This method has been used in several featherweight class robots and below, and I have just adopted the method as a removable link on my new beetleweight build. Just wrap something around the fuse to make it easy for the arena marshall to pull it out at the end of a fight to immobilise your robot; I have fixed a cable tie around mine which sticks out of the chassis when the fuse/link is in.