When you remove the bulbs, the terminals in the lamp holder tend to short together causing the fuse to blow
And connecting the wires together is a MAJOR NO-NO!!!!

(that of course is a direct short!)
If you already cut the sockets off (which I presume you did to join the wires together?) then you don't need to do anything (well maybe just a piece of tape over the yellow wire to be sure the end can't short on the shell)
i.e. cut the sockets off but leave the wires unterminated - and especially not to each other!!! (but taped over the ends)