The purpose of fusing an HID ballast is to remove the ballast from the power line in the event of a system failure. A fuse does not protect the ballast from failing.
Fast blow fuses should not be use do to the possibility of a high inrush current. The power could be turned on at a high point in the sign wave cycle.
When using 120 volt tap for auxilary lighting a slow blow fuse should be used to protect the ballast from damage from a fault in the auxilary lighting circuit