For fuse size -
Check the amp draw under load straight off the battery (no ESC in circuit)*. Once you know that, you need the next size up of fuse, then you need the next size up of ESC so that the fuse can protect the ESC. If the motor under load takes, say 10A, it needs a 15A fuse, and at least a 20A (UK amps, not Chinese) ESC.
Fuse holder -
Get an in line holder for a blade type from somewhere like Halfords, fit it between battery and ESC.
Dead ESC -
It is quite possible that the item blown on the ESC was the output transistor. If the number is readable, it can be changed. If excess current has fried the relay contacts relays are available. In both cases, I'm assuming that the ESC is the type that I am familiar with, having a relay for reverse and a single output transistor.
* Use an ammeter, or just start with a lowish value fuse and try higher values until you find one that doesn't blow under load. That's the one to go for.