About 6 months ago my boat snagged my anchor buoy and we ended up dragging (in about 10K wind). Since then I have used some 15lb mono filament to act as weak link in the system. (make sure the full strength rope is still long enough to reach to surface or close to it) Its a bit to early to tell if it has been successful, as I use a anchor buoy rarely.
One thing I always use is a short 6 foot anchor buoy that always stays underwater. If the anchor does snag its much easier to locate snorkeling than a buried anchor. It also reduces the free diving depth to attach a line if the anchor snags.