I've experienced this problem, in my own home no less (damn WGs). I found that notes did not work, and neither did direct confrontation with the person I knew was the thief. The theft continued unabated. I stopped short of making threats, although was sorely tempted to say 'the next time you take one of my vollkorn brötchen I'm going to break your face.'
The only solution? Hiding my food, squirrel-like, in places where it cannot be found. I'd take Gen's suggestion: skip the passive-aggressive notes and the threats of violence, and just keep your food where you can see it. Sucks but that's how it works. And at least you're not the douchebag who leaves a note. Nobody likes notes, except Germans.
And if you really want to go the squirrel route (could potentially be quite entertaining):
Cunning squirrels make bogus burialsQUOTE
To protect their winter food stocks from potential thieves, they put on an elaborate show of burying non-existent nuts and seeds, a study has shown. Scientists say the fake burials are designed to confuse any rival squirrels, birds or humans who might be watching.
Take a couple of Rewe bags, stuff 'em with rotten banana peels, put 'em in the fridge, sit back and enjoy the fun.