People walking off with your Sharpies? Give them cement overshoes. (the pen, not the people)
Disclaimer: This is not my original idea. I'm just passing it on.
Step 1: Materials
Something liquid that hardens into something solid.
Step 2: Mix Up the Liquid That Becomes Solid
Could be cement, fiberglass resin, potting material, I don't know what.
Pour some in a paper cup.
Stick the pen in it cap side down.
Wait for the Liquid-Solid Transition Event.
Peel off the paper cup.
Step 3: Oh, I'm Sorry, Is This Your Pen?
Pens Will Return To Their Caps...
else they will dry out.
They don't like that.
And your pen is now less likely to end up in someone's pocket by accident.
Not impossible, just less likely.