borrowed from French fusée
"mass of thread around a spindle, explosive fuse, rocket, fusee in a timepiece," going back to Old French fusee
"mass of thread around a spindle," from fus
"spindle" (going back to Latin fūsus,
of obscure origin) + -ee,
suffix of association or containment, going back to Late Latin -āta
(going back to Latin, feminine of -ātus 3-ate
In the later Middle Ages, French fusée designated a kind of rudimentary gunpowder-filled projectile, apparently resembling thread wound around a spindle—hence the later application to fuses, fireworks, etc.