I just installed mine two days ago. I like using the VisionX harnesses for their simplicity. Those light cannons are only 2.5 amps each - so 5 amps total. Nothing you are dealing with is near that. I wouldn't worry about the amperage at all. The only thing that's likely to blow those fuses is a short to the ground.
Personally, I just wired it up as intended. Relay to the battery, switching current to the Aux switch and everything is peachy. You could argue it's a little redundant I suppose, but no harm. Though, I think my harness only had one fuse (straight off the battery) and one relay. I'm curious as to what yours looks like since it should be the same.
Alternatively, you could say screw the harness and just wire it straight to the Aux wire and still be just fine - but that also means wiring in the deutsch connectors and such, so it's not really easier or quicker.