Lots of things you can do like change the door lock for a more secure one. Put a lock on the OBD2 Connector or move it. Fit an alarm.
For those who don't know ..
It take about 10 seconds to work out what the keycode is for a Ford. The small key that you use to perform this is available on EBay. THey can get the keycode from the drivers door lock or diesel lock.
Now once they have the keycode they depart.
They get a key cut with the keycode they have obtained but they cannot use it as the vehicle won't recognise the key.
Next step. They revisit the site and open the door with the key. This turns the alarm off and lets them in. Small electronic box connects to the OBD2 connector and tells the ECU to program the key. This take about 30 Seconds.
Start vehicle and drive off.
Its that simple.
Anything that delays them is worth doing. Changing the door locks should be the first bit as is changing the diesel cap if it has one. You have to look after your own property no one else will. You are very misguided if you think otherwise.
They don't need to go away and come back with a key. They use the Tibbe pick to operate the locks, not obtain the cut code. All they need in addition is the OBD bypass box and either a bare microchip or any old key that had a compatible chip in it.