After extensive research [1] it appears that portable safes don't actually solve the problem. Because someone can just steal the safe and open it (perhaps with some difficulty [2]) somewhere else.
A portable safe needs to be hard to open without the key - no problem there.
It needs to be light
and easy to carry otherwise it isn't portable - uh-oh!
The Loris unpatented portable safe solves this problem in a novel manner. When in transit it is small and (fairly) light and easy to carry.
But when installed it is very hard to remove.
When in stationary mode, it has a set of stiff, difficult-to-cut struts protruding from it in four directions: left, right, up and 'outwards'. This makes it possible to put it 'out of the way' against a wall.
The struts are long enough that it cannot be removed from the room through a standard-sized doorway.
To unstall or uninstall, the safe key is required. A box within the outer casing means that there are not holes in the safe when the struts are removed, before they are replaced with armoured filler plugs. The struts are quite long, but light and easy to carry as a long package, attached to the safe in transport mode.
[1] Top three relevant google hits.
[2] I imagine thieves throw them off high buildings and then poke around amidst the wreckage.