Jens, Peter and Jules are all correct, but there are two phenomenon here. One concerns the magnetic permeability of the securing bolt, which alters the inductive properties of the core, while the other is a shorted turn, reliant only on electrical continuity through a shorted turn.
Jens is correct, a ferrous bolt will actually alter the core properties of the transformer. HOWEVER, the core material is a coiled strip, surrounded by copper turns, and the magnetic circuit is therefore contained within the doughnut of the toroid. A ferrous part inserted axially into the center won't have much effect since the copper turns concentrate the magnetic field inside the toroid rather than within the centre, which is free space.
As for the shorted turn, just be sure that the securing bolt is attached to the chassis at one end only, not both. Then there can be no shorted turn.
Cheers,
Hugh