Get yourself a 12 gauge pump. Remove the plug and load 6 shells in it. Then when you hear some shit going on make sure when you pump it they are in earshot. Shortly after you pump it, well you know what to do from here...
I have been lucky. The only thing thing i ever had stolen was a 5 gallon gas can. Of course that doesn't count employee theft. Kinda funny 6 years and only a gas can stolen from random thieves but thousands stolen from "trusted" employee's.