Dear Martin,
In answer to your question, the answer is unfortunately yes. Nothing 'mega', but shell fuse heads all the same... maybe a ton or two (enough to attract 'unwanted' attention). Quite a few years ago was shown and held one of them.
It is an interesting subject one way and another, because it will never be known exactly who did what and why. It could be said that the US Govt., persuaded and ready, needed a reason to sway the US public, so, whichever way both the US and GB Govts. could have had an interest. After all, for fuse heads to be purchased by 'someone', or given by 'another', and then loaded (or any other arms & munitions), 'someone' knew something somewhere. It wasn't quantity that necessarily counted either (boxes can be made heavy after all), and can be made 'suspicious' when marked 'Machine Tools' or 'Machine Parts'. When there are 'prying eyes' about they can see what they are led see and hear what they want to hear.
The Captain of the Lusitania was an innocent participant, but I sometimes wonder if there was 'someone' else onboard - TX sets could be quite small even in those days. Had the ship followed her 'normal' course, I wonder if a U Boat would still have been waiting. Germany didn't really want the US directly involved, so it does beg the question of whether the U Boat Commander made the wrong judgment by firing on her - taking the sailing orders of the time too rigidly. Much depends on what other orders he might have received... but this we will never know. One thing is certain, there was plenty of time for both sides to think about things as Lusitania crossed the Atlantic.
Regards, Bernard2