1. Check your insurance policy. If necessary, phone the company and check with them what is required, making a note of who you've spoken to and when, plus what was said.
Example: when travelling with bikes, on my car insurance, if the bikes are left *inside* the locked car, even covered up, they are not covered by the insurance policy. BUT, if they are locked, with a D-lock on to a pukka bike carrier that itself is locked on to the car, then they are covered by insurance.
I've travelled all over the UK and throughout a large bit of Europe with car and bikes. What I've done is this - have the bike(s) on the tow bar mounted bike carrier. When leaving the car/bikes, even just to stop off for a coffee, if I've left the car/bikes unattended, then each bike has been locked through the frame to the main part of the bike carrier with a D-lock and then cable locks through wheels/bike carrier. I also try to park in such a way as to make removal of bikes more difficult.
Basically - any theft is likely to be opportunistic and I use sufficient locks to deter opportunistic thieves and include a D-lock per bike, so am covered by my insurance, should a bike be taken. Never had a problem so far. That's not to say I never will, but I think I pretty much deter opportunistic thieves as I end up with three locks per bike (1 x D-lock, 2 x cable locks).
I've had many a happy mile of cycling in Europe, so don't let worries about theft get out of hand - just try to take sensible precautions and be covered by insurance.