If you want to keep your turn signals safe do this:

install them normally with the one screw that holds them in and the get your soldering gun and fill the head in the screw with solder. Next, put a bubble of hot glue over all of that. Now a thief will have to sit around a while to get a screw driver to work and time is the enemy of theifs.

Whenever you want to take them of you just get out your soldering iron and melt everything to get at the screw.