tsweeney, you got it. Put in place fuses for the batteries. They will protect the batteries under short circuit & overcurrent conditions.
And yes, keep the fuses on each individual circuit, as well as the Main DC panel circuit breaker.
The term for what we are describing is called "selective coordination" of a protection system. For example, you have a fault (short circuit or something else) on the windlass circuit. If you have coordinated your protection, the fuse for the windlass circuit will go off and should contain the problem. Your Battery fuse will keep working and your DC panel will remain energized as well as all circuits, except the windlass circuit, which blew the fuse.
Say you did not put a fuse on each circuit, and only have a battery fuse and DC main breaker. The same condition happens on the windlass circuit, then the only protection will be the DC Main breaker, which should trip. If it trips, then all circuits on the panel will be de-energized, and you will have to fix the problem before you can, say....turn your lights on.
Going even deeper into the situation and something even more important, say you didn't even have a DC Main breaker but have battery fuses, and the same happens. Say your battery fuse is rated at 200Amps. You have a fault on the windlass circuit. Assuming that the short circuit happens to have a current of 180 Amps, the battery fuse will not blow and said short circuit will keep on putting energy and you will end up with a major bonfire
So, yes, put in place battery fuses, the DC Main breaker as well as fuses for individual circuits.