i wouldn't see why an anchor wouldn't work. Then again, i have been out woth my buddy before and were dragging anchor near the jetties. I guess the key is to pay attention to what's going on around you. Good luck and give me a report when you get back. I am thinking of purchasing a jetski for this purpose and would love to hear the results of your trip.
The only possible problem with an anchor on a jet ski is the attachment point...
It could be difficult to have it attached to the bow in such a way as to not have
to swim to retreive the anchor line...I guess you could do it kinda line the yak's
do it with an anchor trolly....
If you anchor near the jetty...I'd Use a 4lb Danforth with 4' chain and 100'-3/8