Are they aware that it's private property and your maintained trees? If so, and if you don't want to involve the police you might also consider a "name and sham

Are they aware that it's private property and your maintained trees? If so, and if you don't want to involve the police you might also consider a "name and shame" approach at the market itself by simply asking (loudly) "Why do you keep stealing the nuts from my trees and selling them?" Edit: at the least they could provide you with some of the gathered /picked nuts.