The only options I can see are:
1) Accept that this is part of life and make sure you have insurance to cover it.
2) Make getting at your stuff more hassle than it’s worth.
3) Confront him in the hope that he bumps you down his mental list of soft targets.
4) Physically assault him so he thinks you’re a bit nuts and not worth annoying any further.
1 & 2 are worth doing anyway, preemptively assaulting the fella would be out of the question for me which leaves just having a word.
If i was going to do that then it would have to be very specific and clear. Telling him to “Eff off” probably just registers as a close call but one he got away with. I suspect that until he’s caught he’ll be thinking that he’s going about his business below the radar and your message to him needs to be that you have noticed him and that if anything of yours goes missing or is damaged then you’ll know who to pin the blame on. Something along the lines of “It looks like you’ve been thieving, if I get robbed then I’ll know it was you and your details are going straight to the police.” You could close that with “I’ll know who to come looking for” type comment instead of the police thing but that’s only got weight if he’s likely to be intimidated by you.
I can’t guarantee this will be effective as there’s also no telling how bothered he might be by any consequences that will eventually catch up with him but it is adding to any physical security you might add by making robbing you a little more hassle than the average punter.