I use Pinhead locking skewers (I assume Pitlocks are very similar) on my Cross Check and have had no problems. They have never ever slipped, so I wouldn't worry about that. Make sure you install the drop-out spacers screws as well as this will make installing the rear wheel much easier with these.

I usually just use the skewers and a Kryptonite mini U Lock through the frame, but if I lock my bike somewhere for a long period of time or anywhere sketchy I use a cable through my front and rear wheel as well.