tsl

Simple. Don't overtighten them.

The truth of the matter is that, if you overtighten anything, then you will either strip the threads or twist the bolt right off. Doesn't matter if it's bicycle skewers or the bolts holding rocket engines together. Overtighten if you want to have problems.

That said, IME the Deltas are a bit more frail than others, since their nuts use thread inserts instead of having threads cut into them. Still, they're just fine if you tighten sufficiently without overdoing it.

I've used Pitlocks, but it's easy to bugger up the threads on their skewers, then it's hard to remove them to fix a flat. Plus, in order to use their pit keys, you need a wrench that's uncommon in bicycle land (14mm instead of the usual 15mm). Although this is fine for things I don't need to change in the field. I still use their seatpost and headset bolts.

For skewers, I've reverted to the plain old hex-head ones sold by Sunlite, Nashbar and others. (Sunlite also sells the "Lock and Roll", which uses a weird five-sided key instead of a standard hex.) They work well enough for me. If I'm locking in a sketchy area, I use two locks anyway.