The oven is in a closed cabinet so the heat generated by self cleaning has nowhere to go. Therefore the outside of the oven gets very hot during self cleaning which causes the thermal fuse to fail. If the oven had better ventilation within the cabinet it might have survived self cleaning From now on I will not use the self cleaning feature.
I probably only needed to replace the thermal fuse, but since the oven had to be removed I decided to replace the oven sensor as well. I did not want to take the oven out again if the thermal fuse didn't fix the problem.
The replacement of both items was very easy and the videos were helpful.