Bromptons fold so small that you can get a simple but sturdy bag for it and just take it inside/with you which is always the safest from a theft point of view. Some of those typically "shopper"/old granny bags have a wooden plank and little wheels at the bottom to boot so that way you don't have to lug the weight. If you are willing to spend a bit more money just buy a small (day pack?) decent small wheeled suitcase with extendable handle which you just carry around on the Brompton pannier untill you require it.