Mixed LEDs and standard bulb turn signal scheme

I ordered some lights to use as turn signals, and it turned out the rear lights were LEDs and the front were incandescent. I have a standard 2 pin thermal flasher and an on-off-on switch from a cheapo bicycle signal kit to use. The standard ones work fine with the flasher, but not the LEDs. I've read one could add a relay and the LEDs will then draw enough current to flash, but I couldn't make the one I bought work. Then I discovered a schematic that works without any assistance. Check this out: Positive battery terminal to flasher, to center wire on switch. Left switch wire to positive lead both LED & Incandescent lights (front & back, left lights) Right switch wire to positive leads LED and Incandescent lights (front & back, right lights) Negative leads from all lights to negative battery terminal. Because the LEDs are sharing the standard bulb's current, they flash in unison on the selected side! No Extra Hardware Needed! Now to mount it...

This a little more clearly shows how it's laid out on the bike.
Because the lights can't be daisy-chained, it's lots of wires going back & forth. I put a 5 amp glass tube fuse on the positive terminal of the battery and it doesn't seem to like the vibration of the bike. I'm thinking of using a car type fuse and that should stand up better. In addition to the turn signals, I have a headlight, tail light, brake light, and 12v horn. How many of you have put holes in the crossbar of your bike? I'm thinking of doing this to hide the mass of wires these peripherals seem to require. The concern is the holes will weaken the structure. I've been advised by a bicycle mechanic that it should be ok provided I keep the holes small. my question is how many of you have drilled the cross bar or other load bearing area of structure on the bike frame and what happened?