If the results of the test are immediately apparent from the jumpering location (you don't need to jumper something under the hood and then go look inside the passenger compartment at a light or something), then a needle-nose pliers makes a great jumper. Just open it to the width between the pins and touch it to both pins simultaneously. If its a female connector you're jumping, then just use a paper clip and stick it in both sockets. Depending on how far apart the (male) terminals are, you can often use a paperclip in its original shape as a jumper across two terminals.

What you're doing is bypassing a switch (or relay) to determine if it is the switch (or the sensor that controls the switch) that is faulty. Anything that will short the connections together is fine. A fuse is not necessary.