Goodness gracious Bluefalchion and Egbert! If I'd thought of it I would have done it either of your two ways. Both are much better methods than using a car fuse and would have yielded better results.
Sometimes the brain is so focused on doing it one way that it doesn't consider anything else. The reason I singled out the lamp is that it was one of those "little" side projects that you think you're going to get done in a jiffy but then the gremlins show up and a couple of days later you're still futzing with it. It turns out that cutting a fuse without breaking it proved nearly impossible, at least for me. I ended up grinding the glass a little at a time.
BTW Egbert, your lamp is pretty awesome.