Given that you want double skins of OSB I propose you build as the others suggest to a point. OSB, insulation, vapour barrier, strapping, but at this point instead of siding put your outer OSB on, strap again and then the siding. No need for any additional membranes. Caulk and paint the inside of the OSB for better moisture resistance. Use long screws when you put the OSB on the outside that go through the strapping and deep into the studs. The downside is because you already have the walls up the siding will overhang the slab more. Upside is getting the more secure wall. With the advent of cordless tools like reciprocating saws and chainsaws crooks won't be slowed for long if they get past the electronics, so I don't know whether the extra OSB is worth it. Up to you though.
Pete
PS. Don't know why you guys don't like bigger roof overhangs to keep the rain off the walls? Also great place to hang wind chimes from.