Best way to lock?

[Night Train]

Depends.
For a short stop I will D lock through the triangular area of tubes by the Brompton BB. The seat post isn't removable so not a problem.

I do sometimes also cable lock through the wheels and a chain wheel and any other movable bits.

Sometimes I will fold and then pass an Abus Granit right through everything in the fold.

 

[TheDoctor]

If I'm shopping with the Brommie I'l just fold it up and shove it in the trolley!!
This can get you a few funny looks, but no-one's ever asked me not to.

 

[CopperBrompton]

I always take my Brommie in with me - for me that's half the point of them. In a shopping trolley, or just leave the seat up and wheel it round. Never had any hassle doing either.