I think it is not a good idea: you need some impedance upstream for the TVS to work as expected: adsorbing peaks and surges on mains.
There must be another component that can dissipate the power when the TVS is conducting, even for short times, when there are spikes on mains voltage.
If there is no resistive components, there is nothing to dissipate the energy of the spikes, so the TVS will overheat, and fail, even if rated at an higher voltage.
When the TVS will fail, and my experience says it will, the inductor will act as a fuse, I hope....
An option, if you really need a TVS, could be to replace the fuse with resistor, as in many CF or LED lamps I've dismantled.
The resistor will dissipate excess energy and will act as a fuse (hope it will).