They have vent holes to let the heat out - if you cover the air holes then it will get too warm inside. Your fuse - probably a thermal link fuse - will burn out.
As for the ones not popping the fuse who can say - they too should not be covered there's a fire risk - that's why electrical appliances have fuses.
It is best if you do not restrict the air flow.
Peccavi
December 2009