Wow, sorry to hear about your case.
In general, thieves who are good at what they do will steal from you almost anything.
I would suggest keeping the camera inside a carrying bag, it would protect it from physical harm, and maybe against thieves as well.
I can't really think of a way to secure the lens to the camera itself, it's pretty much what the manufacturer gave you.
Anyway, when on your trip, try keeping precious belonging away from praying eyes. An expensive camera is a desirable object.
