On the UT-71, depending on your board revision, there might be a spark gap footprint next to the PTC. The 10A glass fuse and holding clips can be easily removed to install a HRC fuse, as there is plenty of space on the PCB. It is more difficult to find room for the ceramic 3AG 500mA fuse, as space is at a premium in that area.
Of course, it may not improve safety all that much, as trace spacing cannot be modified.
Standard protection is usually one PTC on the Volt/Ohm range, 2 glass fuses on the A/mA ranges and a diode bridge rectifier with a Zener diode across it, to clamp the voltage at 6.3V on the mA/uA ranges. The A range also has a big 3W wire resistor on the Rev6 board.
Here is the 71D with Rev6 board and the 71B Rev4 PCB with 3AG replacement clips fitted: