I've been thinking of doing this for a long time but haven't done it yet. I do have a quick-disconnect link between my dynamo hub and my bike, to make wheel removal and replacement easy.

Recently, a vandal tried to take my bolted-on headlight, but he didn't have a wrench with him, so all he did was bend the mounting bracket. I was able to bend it back into shape. Maybe bolt on lights aren't that theft-prone anyway!