Nope no fuse, but there is a fix. See my couple of  posts below about my '04
Avalanche Z71 speedometer problems......there's a huge number of '03-06 full
size GM trucks and SUV's with this issue. The stepper motor in the cluster
goes bad....some just die outright, some linger and act weird for a while
then die (like mine). Even though I'm 5000+ miles off warranty, the local
dealer service manager called the GM service rep and they are replacing the
entire cluster free of charge on their "Goodwill" program. This is about
$700Cdn repair for GM I was told. If it had been my nickel it would have
been more. According to the dealer, they see anywhere from 4-6 problems like
this per month in out smallish town and local surrounding area (about 12,
000 people in all). It's a widely know issue to GM. There's no recall on it.
So contact your service manager and GM and start wrangling. And don't take
no for an answer.