I am powering my Arduino UNO using a 12 V SMPS connected to Vin & Vout pins.
I figure that using a fuse in between Vin & positive terminal of SMPS would be a safety measure.
Does anyone have any idea as to the rating of the fuse?
The Arduino is used to run 1 stepper motor 1.89Nm holding torque, 2.8 A with a dedicated driver, using GRBL .
Any ideas where i would get such a fuse , preferably a DIN rail mount version?
Regards.
I figure that using a fuse in between Vin & positive terminal of SMPS would be a safety measure.
It is a well known fact that a semiconductor is a safety device that is used to protect a fuse from blowing. This is because semiconductors blow very quickly and fuses blow very slowly ( in terms of electronics speeds that is ).
"connected to Vin and Vout pins..."
?
Vout of the supply and Vin of the Arduino?
The Arduino Uno cannot supply 2.8 A. The output pins supply at most 40 mA according to the spec. I would imagine you will use the Arduino output to drive an amplifier or opto-coupler that can handle that much current. The Arduino itself will draw on the order of 0.5 A max. A separate 3 amp fuse for the stepper motor drive circuit seems appropriate, but you should check with the design specs to make sure that some extra current is not required due to the design.
SSP1987:
Any ideas where i would get such a fuse , preferably a DIN rail mount version?
This one might suit. Admittedly mains rated, but should function OK at 12 V and you can switch both Vcc and ground. 
Hmmm. The listing says 3 Amp but the illustration does not match. Which is correct?