We (and several others) had money stolen from the electronic safe in our room, after the act we found the centre panel can be pulled off and the safe opened by a "master" key, after that we obviously were very wary about leaving valuables in the safe. We purchased (from ebay) some tamper proof stickers, they reveal the word "void" if removed and cannot be re-stuck, these can be put over the removable part of the safe, so you know instantly if the panel has been tampered with.....
If your room has not got a safe we purchased a Pacsafe travel safe (aprox. £21 free p&p from Amazon and they have a web site) you put all your valuables in it and secure the pacsafe around a secure item.
We put our valuables in the Pacsafe safe and put that in an electronic safe for extra security.

Trina

PS just looked £3.99 (£1.00 p&p) for 50!!!