What you could also do is to let the main chain nodes validate the newest blocks of the sidechain without requiring to store or validate them entirely. But in this case you sacrifice some of the scalability and independence advantages. And, obviously, this can only be done if the feature is supported by the main chain protocol.
Would this work with the main chain such as Stellar? Also could this be controlled to the point in which you could gradually move away from the main chain once you gain enough securing power to secure your own network? Like, say design the smart contracts on your front-end platform so that the transactions that go through them are validated with the main chain?