I don't know what a pinhead skewer is ( I'll have to look that up!) But when I lived in Brooklyn theft was a daily problem. I thought about using a small padlock to lock the skewer lever to the chainstay or fork. I never tried it nor identified a suitable padlock.

That was 30 years ago. I'd be surprised if someone hasn't tried this, or if somethimg like this isn't already avaiable.