PCB/SCH Design: Fuse w/ Holder
I would do it as with a socketed IC like you are describing.  


Fuse symbol to the schematic with a comment that its socketed.

BoM for PCBA shows the socket for F7.
[optional] The actual fuse is in the BoM for top assembly (or some higher subassembly).  Plugging in the fuse is a separate operation.  It's also possible that slightly different versions of the product may have different fuses.