Can't say I've heard of any common problem. Could be wiring problem or faulty HO2S with the former more likely IMO to be source of short resulting in fuse blowing.
What CEL code, since it may identify particular sensor heater circuit causing problem? Any recent work that might have disturbed wiring?
Logical procedure would be to disconnect all four, install new fuse, then reconnect one at a time until fuse blows identifying faulty circuit.