I'm a bit late to the party, but FWIW I'd imagine something like this:
The loop of wire carries a small current of about 2 mA until it is broken, whereupon the RON sounds. At the very least it advertises to the stewards they they need to look over their stall carefully. You can't sit there all day long concentrating on everything, you'd go barmy. You do need to test it periodically say twice a day as it's not failsafe.
If anyone wants the bits to make something like this PM me, I've got only one RON so first come first served. Alternatively if it helps I can point to suitable components on ebay if that's OK with the mod's.
Note there are two basic types of piezo squawkers, one makes a continuous noise, the edgier the better, the other needs an oscillating signal to drive it as it is intended as a low cost speaker. Only the first type is compatible with this simple cct.
I've seen something along these lines with the loop made of sections of coax TV connectors. That way you can have as many sections as you wish. The lengths of cable sold for ear phone extensions with 3.5 mm jack connectors would also suffice. You need something that shouts to the scum bags that there ain't no way you're going to =get away with anything while not becoming the focus of the exhibit.