I notice the transformers used in wall warts (and even my PA amplifier) are not the big heavy wound things of the past. I believe they are digital.
Is it possible to use this technology for even the large transformers, making them both cheap and small (and easier to harden against attack), not to mention easy to replace?
I am sure if it was easy to do that it would already be done.
The difference between supplying a little bit of DC power from standard household voltage and the massive amount of high voltage AC power handled by a substation is substantial.
Short answer: No. Long answer: No.
Wall warts can use small windings because they limit the energy supplied to the transformer. "Switch-Mode Power Supply"
The better solution from a "limit the losses in event of failure" point of view, for power transmission, is to do less of it. Generate power local to the points of consumption.