I like some of the ideas here.
Milk thieves are working in most offices i've worked in and it used to annoy me but in the end i'd buy 4 pints in iceland for £1 and just wrote "free milk, please help yourselves" on it. No one touched it. Other idea was to get an empty sheeps milk carton and refill with cow's no one nicks that.
Don't write your name on it, that would make me use it rather than my own just to see the reaction

ah good times. Never show weakness.
When i was on the shopfloor in my first ship builders we had warming ovens, like the ones you get in bakers. We'd put pies, pasties and even tins of soup or beans in it obviously they'd need puncturing first. Anyway we had a pasty thief, and i can tell you from experience that on a cold day after a few hours of crawling around cold steel there is nothing better than a hot pasty at 10 oclock break with a cuppa. But then, when you walk in to the canteen and it's not there, gone, stolen "ffs some bassard have nick me pasy, if i vine'd out oow tis i gill um"

In the end a guy set up camp behind the lockers in there and caught a matey in the act, he fell over and bumped his eye on one of the benches in the canteen and was renamed "the pasty pincher" by 400 guys, he was then sacked but i believe that was for his own good.