That is a tough one. The only thing i can think of are ordinary long shackle padlocks. Which you could stick on when parking in bad places. Remove the "R" pins, stick on padlocks. If you found a perfect fit padlock, then you might be able to just leave it on. But i would worry about it if you are planning high speeds with them on (for example: just 75mph that wheel is spinning at 1,000 rpm... over 17revs per second.. approx)
The point of those wheels is easy on/off. So defeating that is sort of a tough proposition.
Or an proximity alarm, where just getting near, or a touch is enough to set off alarm. Naturally with ability to call your cell phone.
Some sort of lock on the "R" pins could be invented. which would go over the "R" pin and central hub bit, covering both with a disc, locked on. Creating and manufacturing such a lockable cover should only cost about $10,000 to design, manufacture, and market. Now perhaps someone has done so...
An alternative, would be to drill a small hole in the through leg of the "R" pin just past the central hub. add in a small threaded stud. It would have to be a friction fit so the stud would not move once screwed in. with a Allen insert head, it would slow down a crook. as they would have to figure out the small stud was in thier holding the "R" clip, and have to have a tool to unscrew it. So a prepared crook would not be stopped if they had a chance to see them in advance, but a sudden crime of opportunity would be stopped.
[popcorn]