Like the lock idea, but somewhere else didn't I see someone who had made a propane tank "garter belt" out of nylon strapping? I think it went up the back of the holder, through the top ring holes and down the front - there might have even been horizontal straps to tie the two tanks together.
Both are clever ideas. And I think both have life saving potential. (I LOVE this group just for ideas like this!)
As far as propane exchanges, most of the time untrained personnel are doing the swaps... so you could possibly get away with swapping a bad 20 lb steel tank. I simply wouldn't try.
And of course my airstream (to be) has 30lb. steel tanks. If you have aluminum tanks even the newest employee will probably question the different look, weight, etc.
Over the long run you'll never be sorry you did the right thing! And if you are too cheap to pay to have the tank drained, barbecue til the fuel runs out! Then give the tank to a big propane co.
Today is a gift, that's why they call it the present.