Either done during manufacture or as a one-time programming[1][2].
Though sometimes reprogrammable configuration bits are sometimes also called fuse bits. The Atmega328P of Arduino fame uses flash[3] for its "fuses".
[1]: https://www.nxp.com/docs/en/application-note/AN4536.pdf
[2] https://www.intel.com/programmable/technical-pdfs/654254.pdf
[3]: https://ww1.microchip.com/downloads/en/DeviceDoc/Atmel-7810-...
This may be workable for a nation state or a billion dollar megacorp, but not for your average hobbyist hacker.
There are some good images here[1] of various such fuses, both pristine and blown. Here's[2] a more detailed writeup examining one type.
It's not something you fix with a soldering iron.
[1]: https://semiengineering.com/the-benefits-of-antifuse-otp/
https://arstechnica.com/civis/threads/how-did-you-unlock-you...
Some folks even got this working with only a pencil, haha.
Nowadays, silicon designers have found highly effective ways to close off these hacking avenues, with techniques, such as the microscopic, nearly invisible, and as parent post mentions, totally inaccessible e-fuses.
[0] https://upload.wikimedia.org/wikipedia/commons/7/7c/KL_AMD_A...
[1] https://en.wikichip.org/w/images/a/af/Atlhon_MP_%28.13_micro...