OK, Just to fuel both arguments here, it's kinda fun...
If the nuclear meterial was somhow stolen by using TWPS loops, massive cranes and an HGV on standby, then use of it as a weapon wouldn't require it to be Weapons grade plutonium or uranium 235/238, simply being a heavy metal and alpha emitter is enough to scare the hell out of me if it was in the wrong hands, mix it in with a fertiliser bomb and park a truck load of it on Oxford Street and I assure you it would cause damage, not because of a nuclear explosion, but because of being a 'dirty bomb' it would cause massive parts of wherever it was detonated to be rendedered unenhabitable for decades, and in the immdiate case, all 1st responders and persons in the local area dieing a very slow and painful death over the next 24 to 48 hours, with reigonal implications of increased cancer and lucimia for the next 100 years, and continuing deaths due to exposure for the following 10 years.
I can also assure you that when it is things being transported for the AWE that if anyone did try to get hold of them, they wouldn't be alive for long, and even if they did overwhelm the guards, that they wouldn't get very far. You'd need a lot of orginisation and equipment to knock off either an AWE or Flask train, and such levels or orginisation wouldn't go un-noticed by either the annulus building or Thames House.