For the practical side, you need to check the details of the UL approvals fit with the situation. For example, for a mains fuse, you typically need 1500A breaking capacity. Some UL fuses are tested to 10,000A breaking capacity (which is fine), but the test is done at 100V, not 230V found in Europe. I would not use the UL fuse in this situation. Consider a fire caused by your device, fuse did not work or exploded. UL will walk away and say it's not our fault, the fuse was used outside of specification.
On the technical side, IEC 60601-1 requires IEC standards to be used (for parts related to MOP, which fuses are often considered). So, if a part only meets a UL standard (or any non-IEC standard), it should be written up in the risk management file as a alternate solution. This has been a common approach if IEC certified parts not yet freely available (batteries, PCBs).
But for fuses, it could be trouble as IEC certified fuses have been around for a long time.