AGX fuses are the old 8AG fuses - 1" in length, and originally made for instrument protection.
Electronics Surplus has the 1/4 Ampere fuses at $3 for 5 fuses, a lot cheaper than the Mouser Bussmann ones. Littelfuse makes 8AG in two "speeds" - the 361.250 (8AG, 1/4A) is the fastest, and the 362 being just "fast." Either would probably do for flyback protection/cathode current fusing.
We used the 1/4 Amp ones in some old Weston meters in the Navy, and ordered the Littelfuse ones over the MIL F01 series - a LOT cheaper, and at the time, available locally from two electronics places.
Cheers,