How was it stolen? If they lift/tow there's not much you can do.
Just relocate/hide the OBD port or put a lock mechanism on it.
Disable keyless entry and/or keep the keys in an RFID proof pouch when at home.
Gap insurance can be useful. (Included for free from Jeep/FCA for the 1st year along with VIN etching via EURODATACAR here in France.)
2.0 MJet Dirty DERV 140BHP AWD
75th Anniversary Alpine White