I knew a guy many years ago who thought all his guns were secure when he left town because he had them in this large gun safe. He went on a two week vacation and when he returned his home had been broken into the only things missing were the gun safe and another smaller fire safe that he had. Guess the thief didn't want to spend any time trying to open them on site so they must have just dollied them out to a truck
ever since this event I have lagged every safe I have owned to the concrete slab with 1/2 inch diameter carbon steel expansion anchors - - - at least with these they got to open the safe to remove the nuts if they want to steal it
Another way is to surround and recess the safe with sturdy inside walls with just the door accessible. If they know it is on an outside wall the chain saw and a good chain will have the safe in the yard in just a couple of minutes.