I did the same hardwire and it work fine on mine.
I used this one from Oriely's
Littelfuse FHM200BP - Fuse Holder | O'Reilly Auto Parts
I think you are trying to push in the fuse too much or you need to flip the fuse around and try again. The fuse that you add to the "add-a-circuit" fuse holder doesn't hold the fuse like the stock fuse box. It will stick out a little but still works. That's what I remember.
I just plugged it into a random fuse, maybe I should have used the radio one, but I chose the most accessible one. Everyone works fine...knock on wood.