I was of the understanding that you don't solder in the links, but to do like
mikester and butt connect/shrink tube them (or seal them up somehow). Reasoning is that hot solder will creep up the line of the wiring and effectively "shorten" the fusible link. Although, under normal circumstances, you likely wouldn't notice on a car. Maybe an industrial application you couldn't get away with it, but it may work ok on a car circuit. Again, I'm no electrician, so if you have electrical knowledge, feel free to hop in here.
If originality is NOT the goal, then I'd run a bit extra wire to the starter solenoid and run the wire up along the firewall somewhere and place the fusbile link there. They do not have to be at the end of a wire run. You can even hide it with some of that split loom or whatever you like, but it's also away from grease/oil and shouldn't cause anything to catch fire should they fry. And makes it infinitely easier to replace should you have an electrical issue that blows them out.