I recently blew a bench PSU by overloading the inputs which got me thinking. Could you attach large diodes to each output terminal to ensure you don't accidentally overload the thing? (I know the output voltage would be 0.7V less than expected)
That is almost certainly *NOT* why you blew your bench PSU. A properly designed bench PSU has effective overload protection, and as long as you don't over-voltage its supply input, wont draw more power than it can handle. However there are crappy bargain basement PSU designs from the far east pretending to be bench PSUs that don't have effective overload protection . . .
Common causes of loads blowing a bench PSU are reverse current due to connection of the output to a 'stiff' higher voltage source, or power down (loss of supply or switch off) while charging a battery or with very high load capacitance, or voltage polarity reversal due to power down or current limit trip while in a series configuration under load, or due to incorrect connection of a battery.
A series diode can only protect against reverse current, and as you note degrades regulation by the diode's load current dependent Vf drop. To protect against polarity reversal you need an anti-parallel shunt diode, cathode positive, directly across the output terminals, with a current rating suitable for the max. output current of the highest rated supply in the series 'stack'. If a battery is involved, you need a fuse and the diode needs to be *much* *much* beefier, so it can clear the fuse before the diode junction fails. If you also have a series diode, it also needs to have as high a current rating.
Well designed leading brand true laboratory PSUS may have internal reverse current protection and an internal output fuse and polarity reversal protection diode, but it may well not be beefy enough to protect against reverse connection of a high current battery pack. If in doubt, check the schematic, and if it isn't clear to you, ask here for help reading it.
If charging batteries, I strongly recommend using a purpose designed battery charger circuit, (which may be powered from your bench PSU) rather than simply relying on your PSU's CC mode to limit the charging current and CV mode to terminate the charge.