By all means anchor your safe.When I was a sprinkler Fitter we used Hiliti Drop in's. They come in 3/8" and 1/2" maybe even bigger.We used to hang 6" sch.40 pipe full of water hung from the concrete slab.Never had a problem using them. I have my safes anchored with the 1/2" D.I's.Not only for security reasons but safety reasons like. The weight of the door could possibly topple the safe.The harder you make it for the thug the better off you'll be.I wouldn't use lag bolts in wood. To easy to pry out. If you don't have a concrete floor you'll have to figure a better way to anchor your safe.
Ruger Redhawk