Yep, did that, but was a pain to open (with cold hands) to fix a flat. Also, I run PZ skewers for commuting and I am not sure I can tighten them as much.
I've used xt and m parts skewers, one quick release the other allen bolt. Never had a problem with the wheel slipping, just get em good n tight. Don't use halo allen bolt skewers though, I've snapped plenty of em.
The simple fix for this issue is tighten the qr, I mean really tighten it!
if that fails, buy upgraded stronger QRs, maybe Shimano XT or the like and do them up.
sorted the problem for me.