[fencepost]

Are they aware that it's private property and your maintained trees? If so, and if you don't want to involve the police you might also consider a "name and shame" approach at the market itself by simply asking (loudly) "Why do you keep stealing the nuts from my trees and selling them?"

Edit: at the least they could provide you with some of the gathered /picked nuts.

[OtterCoder]

Now that's a good suggestion. Social pressure is a perfectly valid means of retribution that doesn't require the overwhelming threat of the law.