Is that really a thing in your area? I have seen thieves do some crazy stuff around here, but its been mostly catalytic thefts here, besides the usual stuff, radios/wheels and tires.
I expect it to be a thing since it happened regularly around the San Antonio area back in 2008 when gas got really high. It didn't happen to me, but I remember hearing reports that thieves were targeting trucks with bigger tanks and more ground clearance.
The only other option is to put 5gal in at a time and hope for the best. Thieves would only get that or less but you're still out the cost of the tank. I just want to make mine a harder target than the thief was expecting so they'll move on to something easier.
Stolen catalytic converters are a thing around here too. I'm not too worried about mine honestly since we do not need an emissions inspection here... yet. If mine gets stolen, I'll just straight pipe it where the converter was and move on.