For fellow MSP430 designers, especially F2xx series:
There has been some confusion about this since the EZ430 pod docs say that it cannot blow the JTAG fuse. Today I received an email answer from TI stating that the JTAG fuse can be blown via spy-by-wire, just not by the EZ430 since it cannot sustain enough chip supply voltage for that. However, gang programmers and FET modules can do it.
TI has been very responsive when it comes to questions like that.