I have a sturdy, oak and plexiglass front opening cage with locks. I practice hot-keeping habits, however. Nobody gets to open cages if I am not in there, and no animals get to stay in there unsupervised/uncaged. Everyone safe and sound

So definately keep your cage in a room which Cassa cannot get into without your permission!
I also have a boxer, and i know yours is a cross but it sounds like they have the same inqusitive nature. Kali however, is pretty gentle with other animals, and has let my rats sleep on her!
My reccomendation would be to get the cage, or as close a mockup as you can, and have it where you want it, with everything BUT the skink in it, for a few weeks at least, let her get used to it. This will also help you see if it is secure enough or if it needs to be moved or something.
In the training department, for a dog in her situation (and for most dogs, in my opinion) discipline based training isn't a good idea. If you want to try training her, reward and ignoring based treatment is good. I would suggest having her sit, bringing the cage in, and giving her a treat when she settles, or a toy, and make sure to tell her what a good girl she is! Boxers and rotts are both working dogs when it comes down to it, so hopefully she'll have the excitment about pleasing and doing well that these dogs do. This way she can watch and get interested in the skink (like kali does with my geckos) without being in danger, or being a danger. Just a suggestion of course, and you know best for your dog, but this is what I would do. As dusty says, you can not train the curiosity out of an animal, nor would you want to!

But you can always ensure for Cassa and the skinks safe, that the curiosity is resolved in a safe way.
Sounds like Cassa's in a wonderful home. I'm sure you'll find a way to have a skink with her, and both safe.