Interesting- how has that worked, in general, with your groups? It has been my experience that having story-based magic items for a single purpose in an adventure (say, "The Sword of Cranberry" that will work to defeat the great Thanksgiving Turkey...), but people hate it when you regularly give then take their items from them.
I relate that only because I am reminded of a DM I used to know back in the day who would run Monty Hall (or Haul) campaigns and shower the players with stuff (Why not have a Hand with the Eye of Vecna?), then realize they were way over-powered, and devise a way to destroy it all... it all burned up in a fireball, or was stolen by thieves, or ... fill in the blank. After a while, the players got really tired of that, because it removed the fun.
So while I like the idea conceptually on occasion, I'm not sure it's a good long-term fix.
You tell the players in advance.
No, you can't use accidents, theft or other sudden ideas to take the mcguffins away from the players, because players will feel disappointed if they have been building plans for those mcguffins, and they also might lose confidence in the DM who seems to change her mind regularly.
Let the players know
before or
when acquiring the mcguffin, that it won't be permanent and/or under their control, like with Frodo and the One Ring. You don't always have to reveal the details, you can keep them for later in the story (this is
in-character stuff), but it's important you make the idea clear between the DM and the players (which is
out-of-character stuff).
Removing the idea that a mcguffin is forever is not the only one, you definitely don't have to do this with all mcguffins, as a matter of fact you can use it as rarely if you want. The key point is that it should be tied to the story, so use the principle only if you have a good idea related to the story! Something like "the holy Avenger you've found will help you against the demon horde, but you will need to leave it nailed into the BBEG's heart to make sure it stays dead". When you don't have a good story idea, don't force it.
My other main idea is to remove or "jam" character's control of the mcguffin (since the start, not as an afterthought, and make it clear to the players!). For instance, instead of giving the PCs a standard Holy Avenger, make it a
special one... make it
intelligent, make it
cursed, make it gradually
diminishing, make it
restricted to circumstances which are beyond characters' control. But once again, let the players know as soon as they find the item, or even before they do, even if their characters may realize it only gradually. Perhaps this staff of the magi is bound to where it was forged (location-restricted), or this robe of eyes gradually feeds on its wearer's sense of sight (cursed), or this rod of wonder works only when stars are aligned (circumstance-restricted), or this winged boots worn out with use and carry less and less (diminishing)...