I would be very carefull before dashing out with your drill in hand.
Not only could you invalidate type approval, but you would open yourself up for your insurance company to dump you faster than a hot potato.
However fitting additional locking devices is a good idea. For instance, I use one of those brass barrel locks that fit in the handle of the hitch on my goods trailer and lock the bulldog hitch lock base plate in place in the hitch, then I lock the bulldog head as normal. Should the light fingered brigade try to get thelock open and succeed, they are then faced with another obstical. All of which cost's time and that is one thing a thief doesn't have on his hands.
I was appauled when a couple of years ago, PC ran an article on security and proudly displayed photos of the tools of the trade for thieves. Namely the "drop box" which is used to negate the need to bother to remove the hitchlock. Any budding criminal was given a detailed picture of the design and a written description of how it worked.
It is a fat of life these days, that the more inconvienient you make it and the more time consuming it is for the thief, the more likely they are to move on to easier pickings.
I can recall one person who was glad to be a keen gardener. One night thieves got past the wheel clamps (2) and hitch lock on his van and even managed to quietly take two 6ft fence pannels down. But were thwarted when the caravan sunk upto it'a chassis as they pulled it over the freshly dug flower bed. All the chap knew about it was when he went to go to work, only to find his caravan blocking the road.
You see a thief will go to any length but the more difficult and time consuming you make it for them the better.
Steve L.