Why not just buy one - 160mA time-delay fuses cost almost nothing and are easy to get hold of, it is a standard 'off the shelf' rating.
Are you really asking for a fuse or is it a current limiter you want? I mean, do you intend to cut the power if 20W is exceeded by blowing the fuse so it needs replacing or do you want to prevent more than 20W load being drawn by dropping the voltage so the current is limited to 150mA? If the latter, be careful, CFLs misbehave if the voltage is too low.
If it is a prison cell light - consider LED lights, they are more reliable, use safer voltage, use a voltage less suitable for other purposes and are relatively non-toxic.
Brian.