When we're ready the grill we are looking at is Putco's Virtual Tubular (horizontal) Grill. Its a screw in and I want to know if it can be welded in because it will be stolen in five minutes or less here!

I would use keyed screws. Just like the lockable lug nut for rims. You can find them at http://brycefastener.com/

Welding on the truck is not recomended. I would do what renagde suggested. Or fabricate some metal brackets that are only accessible by lifting the hood.