You don't really "need" any fuses.
We could go overboard and use fuses or breakers on every single wire every time gauge gets smaller. If you start doing this you'll find it's a slippery slope and you'll end up with 100's of fuses/breakers. It's not just the wires but the components themselves. When we feed a PID, the circuitry inside the PID is very complex (by comparison) with different parts pulling different amounts of current. The PID manufacturer doesn't have dozens of fuses inside to protect all parts (there aren't any fuses at all).
Same with most 120V things we use around the house. A table lamp only draws say 40-60W max (0.3-0.5A) and has a thin power cord that isn't able to handle carrying the full 15A that the outlet can supply. If you short out the light socket the idea is that house breaker will pop or something in the light will break/pop before the cord or other things melt/catch fire or the wires in the walls melt. (The 15A circuit breaker is technically only there to protect the permanent wall wiring as they don't know what you may plug in after).
When things that normally draw very small amounts of current short out, the wires are so tiny that they usually just burn out at the sudden existence of high current. The thin wire used in the coil of a relay (for example) can only take a very little bit of current before it burns out. If something was to short in there, the relay coil would likely burn out before the 30A breaker powering a brewing panel pops.
Normally with devices we don't fuse to protect the individual parts. You rarely if ever see this done in commercial products as that gets insanely expensive (not to mention that you can rarely fix the thing anyway if an individual part fails).
What we want to protect is when you don't know how something will be used. This is what I do with my designs. A good example is the heating element outputs on my 50A panel design: I use 30A fuses or breakers just in case someone decides to plug in a 10,000W element which would draw almost 42A. This is less than the 50A main breaker so that would NOT trip, but it would overload the 30A (10 gauge) wiring, 30A contactors, and other 30A parts causing them to overheat and possibly melt or fail. So I use a fuse/breaker because we can't always control what someone may plug in. Even that is generally considered overkill however. To use the example of the lightbulb in the table lamp, your lamp may say "60W max" but there's nothing stopping you from putting in a 150W bulb or even larger that may overheat the wall cord. The cord, light socket, and switch may not be rated for the higher current needed to power a (say) 150W bulb. Actually, you can be 100% sure it isn't as that would cost the manufacturer more money so there's no way they'd do that "just in case".
You'll see this happen all the time with power cords as it's highly misunderstood by the average person. Take this universal power cord:
http://www.amazon.com/gp/product/B000067RWH/?tag=skimlinks_replacement-20
It's 18 AWG (18 gauge) which means it's only meant for 10A max. But since it's a "universal" cord, some people will use it with devices that draw more than 10A causing it to overheat (not good) like powering a high end PC (and then give the item a "bad" rating but that's a whole other story...
). The manufacturer of the $7 power cord isn't going to put in a 10A fuse or breaker. That's going to start to get a little silly/drive the costs up exponentially.
Back to brewing: I see many brewers build panels and fuse everything, including every PID, timer, and so forth. I think that's complete overkill. If a PID is going to all of a sudden start drawing more current than it's supposed to, it's because it's failed/broken and needs to be replaced anyway. You haven't protected it by fusing it. Current is pulled by the device, not pushed. Putting in a fuse doesn't protect a device from being pushed too much current in its direction as that's not how current works.
That said, I do put in a single 7A fuse but that's mostly to protect the pump outputs to avoid someone plugging in a combination of two pumps that draw more than 7A which may push a 30A panel over the 30A limit. (7A + 22.9A for a 5500W heating element puts us at the 30A limit). I'm glad I did that as I've seen at least one commercial brewers pop that fuse when they plug in their high current draw industrial pump!
Not sure if this helps. It's a bit rambly/stream of consciousness.
Good luck with your build!
Kal