I suspect that removing 12V power in the OBD2 port is enough to foil most of these tools. The adapters I saw in the video all seem to require 12V power to boot up and operate—I suspect this is because they have to generate 12V pulses to communicate on the CANBus. Maybe there’s an OBD2 power fuse you can pull. That would be a pretty cheap way to protect your car from thieves.
Just don’t forget to put the fuse back in when you smog your car.