Cut the wires off behind the balun and solder or crimp to the RED wires. Industry standard is a parallel crimp with adhesive heatshrink cover.
I'd just separate it into two fusible links and two primary wires rather than splice the two wires onto one fusible link... for reliability.
Typically a given harness segment is protected by fusible link that is four gauge numbers smaller.
A 14-gauge wire would be protected by an 18-gauge fusible link. A 6-gauge wire would be protected by a 10-gauge link, and so on. Odd number wire gauge sizes like 19, 15, 13 and 11 are counted when sizing a link.
The length of a fusible link should not exceed 9".
Both of those wires are 3mm˛ (12AWG). Four gauges smaller is 16AWG or 1mm˛ so I'd just put a 1.0mm˛ fusible link on each wire to replace that single piece and be done with it.
You splice the fusible link to the harness wire with a parallel splice. Quoting White Products info page... "Insert the stripped end of a fusible link and the stripped end of the cable being protected into a parallel connector as shown, and crimp. A parallel connector should always be protected with electrical tape or heat-shrink tubing."
https://www.whiteproducts.com/fusible-faqs.shtml