I have my VDBv1 Wired direct to a wall wart 24v 500mA transformer without the fused links. The wires are direct to the screws on the doorbell.
Here is a wiring diagram that indicates where the fuse is used if you use your existing transformer.
From:
If you feel safer placing a fuse, you can go to almost any auto parts store or box hardware store and get an inline fuse holder to wire in. You will need to get the glass fuse type since the bladed fuses rarely come in the amperage you need.
You will want to install a ½ amp (500mA) fuse.