In many cases you can use the mV range on the DMM and probe across the fuse.
You can, but you need an accurate measure of the resistance across the fuse and a bloody good microvolt meter or you're not getting an accurate picture of the current flow.
For context, a 100A main battery fuse will have a resistance of something like 1mΩ, and 50mA through that is gonna be a volts drop of only 50uV, well down in the noise for your average handheld.
My home-made shunt is 10mΩ, giving me a better chance of seeing the signal over the noise at lower currents.
You don't need precise numbers for this method. The expected mV values are easy to find with an internet search. You're also be typically probing fuses under 10A, not the larger fuses.
I've not found a clamp meter to be very useful on most vehicles when troubleshooting battery drain. The wires are very well wrapped/bundled in addition to being hidden. Resolution/accuracy isn't very good, especially when monitoring larger connections like the battery.