You have two paths - either take your accessories with you, or make them hard to remove.
Make everything removable
Removing the bolts for every item every time will get old fast. And after some number of cycles you'll have worn down the threads to the point they won't be as tight, or you'll wear out the screwdriver fitting (hex/philips/slot/torx)
You could change all your items for some that have two-part mounts, with a way to unclip them and leave bare plastic fittings on your bars, like lights used to be constructed before rubber bands became common.
How far down this path is reasonable? Someone could steal your QR wheel, so do you take that? What about your QR seatpost? Pedals are only one undo away from being separated too. Take it far enough and you're locking up a bare-frame and taking everything else with you. Which leads to the ultimate of simply taking the whole bike - aim to own a folding bike and keep it with you rather than leaving it in a stand.
Make it hard to remove accessories.
High temp thread lock in the threads is an excellent way of making a bolt hard to remove. The downside is adjustments later will be difficult or impossible because the thread lock will not release until it hits a high temp, hotter than the bike and plastic parts can stand. Even copious amounts of super-glue (cyanoacrylate glue) can do the same.
Additionally you can intentionally strip the screw's head.
It has also been done to drop a ball bearing in the screw hole and use glue or grease to hold it there. Removal can be done with a magnet or a sharp pick, neither of which the average lightfinger would carry.
If your accessory is held on by a metal bracket, then brazing or soldering or welding might be a good solution.
This does nothing to stop vandalism sadly. Also, my suspicion is that a thief would prefer to take the whole bike rather than faff about stealing your bell or reflector. Those parts aren't valuable to a thief.
Don't have desirable parts visible
My favourite alternative solution to reflectors is DOT tape. Essentially reflective stuff that you stick directly to the bike, and it does the job of being a reflector without being stealable. Red in the back, white in the front, Yellow from the side.
A bell is not compulsory here, so I don't have one thus it can't be stolen.