Pin protection fuses
Putting fuses in parallel is OK if they are well matched and the holders have good contact. If not the worst that can happen is fuses blowing at lower than expected current. 

In your circuit the 15A fuse doesn't add much because the three 5A fuses already can't pass more than 15A. If one of the paths (pin+fuse+holder) has significantly higher resistance it will cause more current to flow though the others and all the 5A fuses will blow. If they all have the same resistance then in overload condition either the 15A fuse or all the 5A fuses will blow, depending on which reacts quicker. 

Since the connector is rated for 8A per pin I would use an 8A fuse on each pin, then a 15A fuse to protect other equipment. That way any one connector pin can go high resistance without blowing fuses, the pins are still protected, and in an overload the 15A fuse will probably blow before the three 8A fuses.