You can get very low current fuses, but not knowing what the FS rating of the meter movement might be, I don't know if there are any available with the proper rating.
My thinking exactly John and Brian. My meter movement is a milivolt movement with no shunt or series resistance and requires only 118 milivolts full scale. I can't measure the actual meter resistance but it's very low. The fuse would have be in the microamp range I think. I have never seen one.
A few options I have been looking at would be to build an op amp (LM-301A) circuit that would help increase the DC output of the thermocouple that would do two things. Increase the output in a controllable way which I need and help protect the movement. The other option (which looks really good) would be to experiment with the circuit in this months Electric Radio.
The ER circuit/meter set uses a miliamp meter with a series resistor (I think) built in and I think those meters have higher resistance in the movement windings that would make them a bit less sensitive. I would have to make some changes in his design to work with my movement or find a different movement. The article was written by Tom/W3BYM. It uses a half wave rectifier using a 1N34 crystal diode and a pair of zeners to protect the meter.
I have another thermocouple to try which might have more output. My mismatched meter/thermocouple set works but is reading much to low. The need to protect the meter would still be with me.