i dont know whether you can do it or not in these cars, but i have seen people locking their steering with the Tri-Circle locks.
theres a place where they fix the lock under the steering on a rod so the steering does not move.
apart from these measures there are also electrical measures which you can do to save your car. such as move the battery terminals no power and they cannot start the car because they dont carry batteries with them. this goes for the automatic cars because they can push start (dhakka start) the manual cars but do they have so much time ?