Well I was able to get the oven out of the wall, just 2 screws hold it in and were barely accessible. I took the back off and found what I assume is the thermal fuse, but I am not 100% sure. Can someone verify this is the part and if I check the continuity of it and its open then I need to replace this?

Thanks

Here are your parts
Parts for MEW7530AS - AppliancePartsPros.com

See the attachment for the tech sheet.

The thermal cutoff (fuse) you show kills power to the emlements not the control board.

The fuse you want to find is item 7 in section 04.
It kills power to the control board.
The parts do not show a picture of it but it may be a bullet like device or just a lump in the wiring.
It is probably in the black wire going to P6 (control board)

I am assuming that you have checked the power going to the following.
Try flipping the breaker off/on slowly a couple times. Sometimes you can loose half the line without actually tripping the breaker.
Check the voltage at the plug
L1 to L2 should be 240 volts
L1 to Neutral and L2 to Neutral, both should be 120 volts.
If OK
Unplug the unit and check the wires at the terminal strip in the machine to make sure none are loose or burned out
If OK
Check the power at the terminal strip.
Do this with the heater off and on.
[COLOR="Blue"]Be careful as 240 volts is lethal !!![/COLOR]

I can only speak for myself but I did see your earlier post.
I did not answer because you wanted to know how to remove it from the wall and I had no idea how it was installed. A lot of the time ovens are installed in ways that do not resemble how the units actual install instructions say so I cannot be helpful.

Yes that is a thermal fuse.

Well I have success and have my oven working again. I guess wall ovens weren't made to take the heat that is produced during a self clean. I blew 2 thermal fuses during my first self clean! If I had hired a repair man god only knows what I would have had to pay!