It’s great to hear that you like the Spark! Mundorfs take some time to break-in, but changes are very, very subtle: if the unit (and this is my general rule when designing) does not sound good right out of the box, no amount of break-in will make it exceptional... burn-in can make mediocre product tolerable at best.
As for fuses - they are safety-critical parts, and I do not recommend changing them. The “HiFi fuses” that I have seen do not come with adequate data sheets to determine their suitability for circuit protection. All fuses operate on simple principles and I am not confident that different part with the same rating, I2t figure and time characteristic will sound different.
This is not to say that there are no opportunities for sensible and audible Spark upgrades... probably topic for a separate thread