Build a cage for your bonsai - mesh or screen should be fine enough to keep out voles, mice, squirrels, racoons, opossums, deer, cats and dogs. If you add a roll of razor wire and a good padlock it will keep out humans. I get as much or more damage from squirrels as I do anything else. I don't own cats, because I like plants and learned long ago houseplants and cats simply don't mix. You can not have both cats and nice houseplants, choose one or the other.
But if you do outdoor bonsai you can cage the trees and it will slow down all manner of varmints.
I live in a rough neighborhood. Blighted is the county's word for it. Nobody ever bothered my trees. I hate to say this but majority of bonsai thefts are by other bonsai practitioners. Most of the thefts I know of happened shortly after someone had an ''open house'' or other event where their trees were on display to a wide number of people from the community. Usually the thief is someone who is on the fringes of a group, usually relatively unknown but seen around enough that they get the invite. Especially if you sell bonsai via garage sales, or advertise on Craig's List. I know a carnivorous plant grower that had an extremely valuable Nepenthes stolen, and we all suspect a certain visitor that showed up at his door wanting a tour. It was disturbing, because the visitor seemed charming. 4 days after the visit, the greenhouse was broken into and only 5 of the most valuable plants were taken.
More often than not the thieves are the ones we ourselves have invited in to visit.
Sad, but true. Not much you can do about it.
RFT tags can be imbedded. They won't help you locate a tree, but they will verify for the police who's tree it was if you should be lucky enough to figure out who took it. Because RFT Tags are passive and don't need re-charging, they are not too expensive.