My NEF Sportster in .17HMR takes care of most the seed thieves. I shoot everyone I can, put them in a Zip Lock and stick them in the freezer. They make good fox bait during the winter.
It's the bigger ones that bother me. They have Brown fur and weigh between 400 and 600 lbs. Had one in my yard last night, it knocked the feeder down on the front porch, and tore if apart. Too bad I could not catch it, I got a tag.