Some quick research and I am lead to believe this is not the case. There is no documentation of this from anything that I've found. There is evidence that the mint kept a careful account of how many coins it minted, 11,178 in its first issue. That accounting alone would make it hard to steal.

I'm going to have to give a firm "no" citing a distinct lack of evidence of what would probably be a highly publicized factoid.

The first us mint 'directors' were required to post a large bond (something to the order of $10,000 in gold in the 1790's) which was detrimental to actually finding someone who wanted the job. congress evetually lowered the bond amount, but it does indicate a fear of theft, unauthorized debasement (as happened with the spanish colonial mints) and other shennagins. i haven't seen anything to be able to confirm or deny nudity, but it sounds dubious.

Source: The Red Book of US Coins. I'm on mobile, so if you'd like i can dig it out and give their sources as well.