Mike, the short answer is "always fuse" or at least incorporate some protection method on the "active" conductor at the mains side of the transformer.

As suggested, a 1amp slow blow should be sufficient.

A neat way to earth the toroid mount is to double nut and washer the center bolt, washers can be copper or brass with an earth conductor soldered or lugged between the washers and taken to a star ground point.

Cheers,