Thing is, that place, like most settlements, wasn't designed from the outset to take theft into serious consideration. After I moved out I reconsidered this very carefully, and I have to say I sleep soundly at night while my steel cooks away.

A suggestion with your steel.. lock it up underground, sure. Don't think claims are going to keep it perfectly safe. I also wouldn't use my hearthfire as a gate, as you are exposed to being revenge murdered if you ever steal something back etc.
Cart gates are brilliant. Just build a couple of kilns, place a cart on one side, and have your hearthfire inside the secure area. Close the cart gate before you sleep, voila. Line all your tunnels with fires, and then not only do they have to dig through to get around the gate, they also have to wait for the fires to burn down. You can make these as thick as you want.