Are you concerned about protecting your laptop from being physically snagged right out of your hands? Like so fast you can't even engage a screen lock? If so, then a USB "kill cord" is an option that provides a way to have some action, like locking the screen, occur when a USB device is removed.
A USB "kill cord" is just any USB device that can be plugged into your laptop and then physically attached to your person. Then, if your laptop gets snagged, the device will get yanked out, which then automatically activates some security mechanism.
In this guide we show how to use an Adafruit Neo Trinkey to create a USB kill cord. This is then used with the open source BusKill App Project to provide a way to automatically lock your screen when the Neo Trinkey gets removed.
The Neo Trinkey is really the only item needed for this guide. The Circuit Playground Lanyard is shown as it makes for a nice, well, lanyard. It's also full of cute, which is a bonus :)