It is better than I usually have to do.

I have a small cable lock, it lives around/through the seat rails, and the seatstays, securing my Brooks to the rest of the bike.
I also have a hardened square link chain and a mini U-lock, used in a similar fashion to the OP's use of the large U-lock; securing rear wheel and frame to the immovable object.
I have a larger U-lock used the same way as the OP uses his smaller U-lock; securing front wheel and frame to each other.
Well, that is how I envisioned using them, actually, I only have the seat secured to the frame. One of the advantages of living in a relatively rural area is that just about everyone (LEO's, first responders, etc.) knows me and my bike.
Also, my bike is heavy enough that most folks don't want to carry or ride it too far.