Obviously the best way to mitigate a wrench attack is to maintain your privacy wo you don't become a target, but I've often wondered what the best way to survive it would be provided the attacker has already overcome that first step.
Unless they know for a fact your wallet set up (which is incredibly unlikely), then there is no real difference in using multi-sig and just telling them you are using multi-sig. However, if they are willing to physically attack you for money, is having everything you own locked away in multi-sig wallets really the best way to go? Perhaps you actually want to have some bitcoin available you can hand over for your own sake. Also, there's nothing really stopping them from forcing you to tell them where you've stored all your multi-sig keys instead of the keys themselves.
Good point. For an example of this if you were to get robbed on the street of your cash you would likely be willing to give up some pocket change to prevent any harm being done, but you're not exactly giving away your whole bank account. This is why I truly believe in having multiple wallets to store your funds. Everyone has their own tolerance of risk, and I don't really keep anything more than a few Bitcoin in my wallets at a time, and this will likely evolve as the Bitcoin price changes.