I tried this out this morning, and I am inclined to agree—a slight but noticeable warming.
CW on my P3 makes for a slightly more “holographic” feel to the sound. An opening up of the stage.
CW is free to try, going down the rabbit hole of holy snake oil and fairy dust to chase expensive fuses is best left to the pros on this forum——you know who you are!
This fuse business is crazy. The M-2 fuse in PMG SACD did not improve the sound after one hour. So, I put the stock fuse back in and it sounded great, but it was about the same. 
Finally, I reversed the MU2 direction and put it back into PMG SACD again. This time it hit the sweet spot. within minutes I heard more detail and layers. So, the fuse I put in the first time was at the wrong direction. I wouldn’t know because Grimm MU2 fuse holder is horizontal and I did not know which direction the electron flows. Anyway. now the directions of two M2 fuses are different in PMGs. This tells me that maybe it does not matter which way the fuse was inserted at the beginning. Eventually it would become the “right” direction.
Yes, M2 fuse does make PMG SACD sounded better, but not to the degree of PMG 512. So, if you only get one audiophile fuse, put it in DAC, not at transport.
But according to my daughter who is not an audiophile, everything sounded the same to her. 
Smart kid you have!!!
I had MU2 playing heavy-duty playlists nonstop since I installed the Pink fuse. Hopefully I will hear better sound today. If not, I will switch fuse direction.
It did the trick on PMG SACD, the old M2 fuse from MU2 is in there now, and I had to switch fuse direction there too. I did hear an improvement despite what my daughter thinks. She has better hearing than my old ears for sure, but most of her music enjoyment is from Sony headset. Her music taste can only be described as noises to me.
Edited a few hours after: I posted in PMG SACD. Now I believe my daughter is right. M2 did not improve PMG SACD like it did in PMG 512. In fact, I needed to put stock fuse back into PMG SACD. 
Donald, the Google AI agrees with you.
Critical listening is not entirely dependent on flawless, acute hearing. While the ear gathers the acoustic information, critical listening is an active, learned cognitive process. It involves focused attention and the mental ability to analyze, decode, and understand individual elements within a mix.
Two questions about stock PS Audio fuse burn in:
- Do you find it to be linear (getting better as burn in goes on)?
- How long do you estimate it takes a fuse to fully burn in?
Thanks
For anyone having difficulty finding the difference between the two directions on a stock PS audio fuse I recommend turning the volume up, as when I do so the differences are much clearer. One side is harsh as the volume goes up and the other side is not.
I only replace when it blows. I find that premature replacement doesn’t give the fuse sufficient time to settle in and reach its full musical potential.
As for direction, I normally reverse it every 500 hours to ensure even electron wear.