Fusible link or not?

Personally I would fuse it before the relay. You have to search around there are many options for fuses. I bought a pair of Jeep (used ebay) underhood relay centers. These were configured in such a way that you can tear two of them apart and use modules out of both to re-configure one more the way you want. This gave me more than enough fuse positions for main power distro

A fuse link is far better than nothing.