A proper disk on the wheel , will stop the supermarket thieves, it's obvious so they'll choose something that won't attract attention.
Long term when you aren't there, is a different problem. If they really want it they'll just hi ab it or tow it away. All you can do is make it more difficult, hidden ignition/ fuel stops, battery cut offs, pedal locks all help. Hiding the landy is the best solution, mines in the back garden. Unless you are one of the 2 neighbours you wouldn't know it's there.