There have been several discussions about this on MEF. Which is the right thing to do? It's up to the tech and/or amp owner. Some techs say use fuses for fuses, others favor low power resistors which fuse under fault conditions.
Some amps have current sensing cathode resistors, either stock or added-on, usually 1 ohm. Should we use quarter watt resistors that will theoretically handle the current but disappear in a puff of smoke should the tube short? Or something sturdier like a 3 or 5 watt wirewound? Same answer.