For Little Harbour, I've always wanted to try this as well, but I think you'll find most bareboats don't have long enough lines. Perhaps you can arrange for that before you leave the marina. You'll need to stern tie as that's how everyone always anchors. Sometimes a larger crewed yacht drops anchor in the deeper water towards the middle of the bay - 50 feet or so. I've heard it's called Unemployment Bay, as that's where the crewed yachts go to hang out when they don't have charter guests aboard.