Craigslist is more common! Or brick lane market.
Regarding securing bits - you can pay for those security skewers or alternatively you can superglue a ball bearing into the allen key head, preventing anyone undoing it. If/when you need to adjust, dissolve superglue in acetone, which is easy at home but hard when the bike is locked up outside and upright!
The reality is that any bike left on the streets in london is at risk to some extent, no matter the security measures you take. Easiest is to not be too attached to the bike that you ride around on a daily basis.