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Recently, I've been looking into IBC, various message passing protocols, and bridges. To put it simply, cross-chain isn't inherently "secure by nature"; it's just a matter of who you're willing to trust. In a single cross-chain transaction, you trust not only the bridge contract itself but also the consensus/validators of the other chain not to go rogue, trust the relay nodes not to slack off, trust the light client (or the signature/multisig setup) not to be bypassed, and even trust that the front end won't give you a fake address... It all sounds pretty embarrassing.
My current quick fix: first ask myself, "Am I transferring assets, or just sending a message/receiving a proof?" Many times, there's no need to move real money across, save some trouble.
By the way, recently the community has been arguing over privacy coins and the boundaries of compliance and mixing, which is actually quite similar to cross-chain: you think you're trusting the technology, but in the end, you're trusting a bunch of people and rules. Anyway, I plan to do small test runs first—if I can avoid bridges, I will avoid them... Have a sip of tea and see how it goes.