Yes I leave my folders locked outside at times.

For Bromptons, I fold them first, then carry a large chain lock or an ABUS folding link lock and take it through both folded wheels and the steel triangle just above the crank and forward of the seat tube, then lock it somewhere where there is very little leverage to get a jack inside the lock.

For Dahon and Tern bikes, there is a triangle in the same location, although aluminum of course, and I take the same lock through both that and the rear wheel and a stationary metal object, which is as close as you can come to the recommended best way to lock a diamond frame bike (include the rear wheel and the seat tube below the top tube/within the triangle.

For my commuter folders I do not use QR skewers on the front wheel as those do nothing but make it a bit easier for thieves, and carry a small adjustable wrench in my backpack should I need to remove the front wheel myself. If you have a QR front wheel then you can carry a second lock (a cable lock is OK for that purpose IMO) and lock the ends through your frame/rear wheel lock.

Remember your object is really just to make your bike more of a pain to steal than the bike next to it, if a thief really wants your bike, there's nothing you can do to stop that.

Oh, and I use MKS EZ pedals on all my non-Brompton bikes (I don't use cleat pedals ever), which you can take off and take with you within seconds, as a bike without pedals cannot be just ridden off after its lock is defeated -- though of course the thief could just carry a Dahon or Tern away, if he's on foot, he's not going to get nearly as far as he would riding your bike.

Just don't forget and leave MKS EZ pedals on your bike if you lock in a high risk area as they could well be gone when you get back if you do.