Well, cant say I have ever had a "bite" from porcelain fuse holders, but as a sparkie I tend to be bit more cautios in this regard I guess.
I can see where one could get a bite if some incompetent leaves wires protuding from the holder etc or if there has been some fluid contamination. Somtimes it may even be possible where a fuse holder has had many run-ins with overcurrent and you can get a layer of fused copper from the old blown fuses on the porcelain(hard to remove too). This could be a conductiive path if your pinkies hold the fuse in the wrong place.
One thing to remember when removing/replacing fuse of this or any type is to always just use one hand and keep clear of any metal where possible. Wearing rubber soled shoes or even standing on a rubber mat may also be a life saver.
Also I always put the fuse in my pocket if I am going to do any work on the wiring. You never know who may decide they want to watch tv just while you have the wires in your hand, and finding the fuse laying in the switchboard will plug it in.
What others have said is correct, the cost of the small plug in circuit breakers is minimal nowadays and dont need a sparkie to rewire your board. Just insert into existing fuse holders.