Just don't overload or short the primary. The coils will het up almost instantly and then be dead.
Better use a slow blow fuse on the primary corresponding to the ballast wattage rating. If you overload it, most likely the fuse will blow first before anything bad happen to the ballast.
Or other (or an additional) option is to use a reversible thermal cut out, thermally coupled to the winding (that would be the more difficult part; important is the winding, not the core, as with heavier overload the winding heats up much quicker, so it has time to respond)
