I go along with situational awareness, cable lock as a deterrent and valuables in a carry bag. Real thieves can carry portable angle grinders and get through almost anything. Mostly I try to deter crimes of opportunity.
Also some other tricks. Park in the highest gear so it's hard to take off, Instead of a whole chain and lock, just add a smaller lock through the crankset. Clip your helmet through the wheel. Little things to slow down a thief.
I've shown this before. It's a personal panic alarm that cost about $5 that I've hot glued some velcro to. The cord goes around the wheel so it sets off the alarm when the wheel moves. It emits 130db which I hope would startle a thief and make them ditch and run or at least let me know it's being taken. I add it at night if I am worried.