“Super glue and hardened ball bearings in your allen heads will save your components, as will locking skewers."

This.

Anti-Theft Skewer in the front + U-Lock through the frame and rear, is how I've managed to stay safe with only one U-Lock.

I did the superglue and ball bearing, when I realized my anti-theft skewer could be bypassed by simply taking my whole fork. I also use it in my seat binder bolt.

It's a very tactical and subtle way of keep your stuff secure. And let's face it, Krypto chains aren't the most comfortable, though you get used to it.