I had this same problem. The only thing I came up with, without welding a bar across the cap for a lock, was a pipe wrench. I removed the rubber o-ring from inside the cap, and after filling up, snugged the cap (screw-on) with the pipe wrench, and locked the wrench up behind the seat beside the step-tank. It stopped the problem for me, as I think the gas theft thing is an oppritunity theft, they can't make much noise and bee seen, and can't loosen the cap by hand after the snuggung.
A friend of mine did this: removed the cap, weld a bar up on one side, weld a pin on it to a long piece of bar stock, and another bar on the other side of the cap to lock it all together. Bar must be long enough to prevent turning when locked. (kinda like a steering wheel club)
Trying to help, with fuel prices high and rising, it'll only get worse, IMO.
-Ralph