Connecting a polyfuse (PTC / resettable fuse) without soldering
You can use a barrier terminal block and a leaded polyfuse. 



Just put the polyfuse leads under the screws on one side and the wires on the other side. Shrink wrap or sleeving on the leads wouldn't hurt, and they should be trimmed so they are not excessively long.

Here is a different type of terminal block that works the same and some components are shown.