(a) The resistance of a short piece of wire (the fuse) will be much less than that of the heater. Therefore the current through the fuse will be determined by the heater's resistance; the fuse's resistance (as long as it is much less than the heater's) will have almost no effect on the current, $I$. So the power dissipated by the fuse will be given by
$$P=I^2R_{\text{fuse}}$$
in which $I$ can be considered constant. Therefore the lower the resistance of the fuse the less the power dissipated.
(b) A wire of greater radius, $r$, will have a lower resistance. As well as the power dissipated in it (that is internal thermal energy released in it per second) being less, its greater surface area will mean that at a given temperature, more heat per second will escape to the surroundings. Both these factors will lower the equilibrium temperature of the wire, and make it less likely to melt.
At equilibrium, Electrical power dissipated = Heat given out per second, so, assuming that the heat given out per second is proportional to the wire's surface area, $2\pi r l$, and to its excess temperature, $\Delta T$, above its surroundings,
$$I^2 \frac{\rho l}{\pi r^2} =k\ 2\pi r l \Delta T$$
in which $\rho$ is the resistivity of the metal of the wire and $k$ is a constant.
(c) Fuses prevent excessive currents, not by burning, but by melting (to fuse means to melt).
(d) If a fuse is chosen just because it doesn't melt when used with a non-faulty heater, it may cause a serious hazard. This is because it may not 'blow' (melt) if the heater does develop a fault. The fuse needs to have the correct rating for the appliance. For example, a heater of power 1.0 kW for use in the UK where the mains voltage is approximately 230 V should take a current of 4.3 A so should be fitted with a 5 A fuse (one that will melt when 5 A or more passes through it).