a kool dinghy anchor would be a house brick with some holes in it and 20 feet of 5/16th nylon rope :)

They do sell really small foldable anchors, all down to 700 grams, mostly meant for holding fishing lines in place I suppose.

I tend to leave the dhingy around for several days in a row, and it's not always practically possible to lock it (and sometimes I also want to leave behind things like life wests, in the motorized dhingy I have a petrol tank as well as a loose canister ... or, do I? Possibly the canister has been stolen, can't remember to have seen it last I used the dhingy) had an idea of some "security by obscurity" - so I had this "security by obscurity"-idea - leave the dhingy by an anchor (using a kellet on the line) some ten metres from land, with a small preferably invisible rope going from the boat, down into the sea and being attached to land. From a legal perspective, that's a completely different story than leaving the dhingy on private or public land, and from a security perspective it makes it a bit more difficult for someone to just steal the whole thing.

Apropos brick and thin nylon rope - I have this anecdote, from my first sail boat - a 24 feet "Grenada 24" with a broken engine - me and a friend from Portugal was sailing throughout the night, we did shifts so in the end it was my friend sailing and me sleeping. I woke up in the middle of the day, there was no wind at all and we were lying still. My friend was fishing. I noticed something was odd - there was quite a lot of a tidal current on the place where we were fishing - and I got rather stressed from the fact that the current wanted us through a straight with lots of reefs - but, we were not moving we were standing perfectly still. Guess what? Some of the hooks on the fishing line had gotten a hold of the sea bottom - we were anchored up by the fishing line! :-)