I was wondering if there is a pragmatic way to "index" them.
Fixture A is used in tests D, F, J
Fixture B is used in tests A, B, C, D.
Fixture C is used in no test.
But that would most certainly mean more stuff to keep updated (somewhere).

Hmm.. but what about... doing that index in the background while running any test or AllTests in particular?
May be with an optional query string set?
First it would create an internal index of all fixtures (core only).
Then while running, the FixtureManager keeps record of which fixture(s) are loaded in which tests.
And in the end it creates either an output or a file which shows the above statements.