I had something similar happening to my F-150. Someone was taking my chrome valve stem caps. I had gone through 3 sets of them. Then one day someone at work said someone was under my truck. So I ran out and saw two kids standing there with bikes and a third kid under my truck reaching around the tire unscrewing the cap. The two kids took off and didn't even warn their buddy. I yelled "HEY!" and the poor kid sat straight up and hit his head on my hitch! LOL!! I drug his butt out from under the truck and started yelling at him. He started crying...he was maybe 12 or 13. He had taken three of them and working on the last one. So he gave me the other three and apologized. So I told him how much they cost and that maybe I should hold onto his bike and have his parents come back with him to get it so I could explain what he was doing or call the cops. He pleaded with me not to do it. I told him I want all of my caps back tomorrow or else...pretended I knew where he lived, he was on video camera etc...all lies but he didn't know. The next day I had 12 chrome caps sitting in the bed of my truck. Hopefully that cured him of ever wanting to steal again.

So maybe setup a sting operation for you center caps.

 

Look closely around the center cap hole. If the cap was pried off, there will be marks around the hole. The JK caps are pushed out from the back to remove them. A wooden hammer handle works great....

 

Razor blades gorilla glued to the back of them work great to.. just dont forget if you or someone else is rotating/changing tires!!

 

They're trying to steal your Jeep, one piece at the time.

 

Hahahaha that is hilarious