Really sorry to hear of your loss,
Had a close call myself three days after I got mine last summer, someone rang at the front door, I opened it and there was nobody there - stepped out to look - no sign of anyone. Went back in to hear someone try the backdoor, ran to the back of the house and saw a lad run down the side and over the gate. I can only assume that because I took a while to get to the front door he / they must have assumed that nobody was in and tried their luck - fortunately the door was locked. Informed the police, apparently it's a well known trick and they usually work in pairs - and when they called round later and saw the car on the drive they were in little doubt as to what he might have been after.
I can recommend the alarm route, the night set option allows you to alarm the perimeter (doors / downstairs windows etc) and whilst it wont stop them getting in, you'll know when they do, if they bother. Also, the engineer that installed ours told us that the panic fob gets a quick response from the police as it's interpreted as a robbery in progress - don't know if this it true, hope it never gets used.
I'm often in the MK / A1 area so will keep a look out - have only ever seen one other black 5dr Mk6 GTI on the road in the 9 months I've had mine.