I use needle nose pliers. As "t walgamuth" posted, you can rotate the fuse 90 degrees to make it easier to hold. Then use your finger to push the brass contacts on the fuse box away from the fuse, while holding it with your fingers or pliers. Remove the fuse. You will not be electrocuted by using your fingers. However be careful with the metal on the pliers.
To install the fuse, I just go in reverse. Hold it in the pliers or fingers. Push the contact in the fuse box, back. Insert one end in the receiver hole and then position the other end in line with the opposite receiver hole and release the fuse box contact point, allowing it to clamp against the fuse. Rotate it 90 degrees so you can see the fuse strip section.

Dave

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1970 220D, owned 1980-1990
1980 240D, owned 1990-1992
1982 300TD, owned 1992-1993
1986 300SDL, owned 1993-2004
1999 E300, owned 1999-2003
1982 300TD, 213,880mi, owned since Nov 18, 1991- Aug 4, 2010 SOLD
1988 560SL, 100,000mi, owned since 1995
1965 Mustang Fastback Mileage Unknown(My sons)
1983 240D, 176,000mi (My daughers) owned since 2004
2007 Honda Accord EX-L I4 auto, the new daily driver
1985 300D 264,000mi Son's new daily driver.(sold)
2008 Hyundai Tiberon. Daughters new car