So do it.

The advice from the police is to make sure your bike is marked and registered. This makes it much harder to resell stolen bikes.
Next local sessions:

What: Cycle Marking or Registration
When: 20/09/2014 - 10:00 - 13:00
Where: Brockley Farmers Market

What: Cycle Marking or Registration
When: 01/10/2014 - 15:00 - 18:00
Where: Halfords Catford Hill Se6

More advice from the police at http://content.met.police.uk/Article/Cyc...0005851380

I think the Forest Hill station no longer has cycle parking on the platform. But parking a bike on a railway platform does not guarantee it will be there when you return (as I found out in Edinburgh 20 years ago).

Incidentally if your bike is stolen then it is worth checking the standard re-sale websites. If you spot something that is probably your bike, it may well be worth seeing if the police would like to follow up on this (which I would suggest would be a reasonable use of their time in a sting operation - at the least they might be able to get somebody for 'handling stolen goods').

Whatever you choose to do, if your bike is stolen please report it to the police. This way they will know if a problem is developing.
Call 101 to report any crimes to the local police.