Taking a step back, something to recognize is that all solutions should match the situation. Solving someone rolling away with your bike vs. someone who can quietly work on stealing the bike over several hours are two different kinds of problems. Additionally you raise one extra point - is the solution I have to solve something that needs to be portable? This is a problem that bicyclists face a lot, so I'm going to answer it from that perspective.
First off, I recognize the probability of this event is extremely low to me. This is what insurance is for - I am worth more than my bike is. Any time you decide to confront someone over property, you are risking jail or dying. Is it worth either of those? Realistically, if someone is trying to steal my bike and I'm going to confront them, the best outcome I could hope for to permanently resolve this with minimal effort is for them not to see it coming that no one will discover their body, and that does not apply in almost all situations.
Assessing the situation going into the store? Well, I can always park it on the sidewalk right outside the store. Within visual range is a good deterrent. It's illegal, but you are assessing that solution against whether the cops will stop you. Most cops aren't THAT bored.
If you're stopping them from just walking away with it - a snowboard lock or equivalent system will be enough. In our case, we have a handlebar lock, which I recognize can be defeated by half straddling the bike and jamming your foot onto the left handlebar and giving it a good shove. Handlebar lock is the bare minimum. Snowboard lock through the wheels will slow them down. Also helps secure your helmet through the chin guard if you like full face helmets so they can't just cut the strap and walk away with a helmet. Yah, some people are real assholes, but we're talking about bike thieves here.
After that is a disk lock. It's better than just the handlebar lock, but now you're looking at two guys lifting the bars and walking away with the bike instead of just one. Or maybe just one guy, in which case he's probably strong enough I don't want to confront him in the first place. I don't recommend the alarmed ones, they're too finicky.
The disk lock isn't enough so you go with a chain and lock. Those chains weigh easily 10 lb or more, so they're less mobile. However if you're going somewhere repeatedly, it might not need to be mobile. I used to leave one of those next to my workplace, and used it for ages. Worked great. Unfortunately, you also need something to lock it to if you're going to effectively prevent the bike being stolen, otherwise your bike can be moved with 2-3 strong guys who are willing to drag the bike across the ground.
So you have your disk lock, your chain lock, and you're in an area with high crime. Floor anchors with bolts driven into the ground are next. Gives you something to chain to. Then they have to generally cut through something to get the bike free. The thing for me is that most of these are installed in garages, or out of view, so a thief has time to work on it. Thankfully most solutions for defeating these are noisy, but not all of them are.
Now, you're in a place where even floor locks aren't cutting it. A decent security system hard wired into the bike for proximity and motion is the next step. There's a parasitic drain on the bike for doing this so make sure you SAE cable that baby up as well to trickle charge it if left unridden for any decent period of time. Now you've got alerts and sometimes even GPS tracking if it gets stolen (which can be defeated by parking structures and/or faraday cages).
Ultimately? It's a motivation problem. Make them less motivated to do the thing. If there's a U-Lock and a cable lock, and the guy only has bolt cutters, they're going after the cable lock. If you surprise them with 8 different kinds of inconvenience, they're probably gonna leave it alone.
Most of all, recognize that it's like being an IED defusal expert: They only have to get it right once, you have to get it right every time. Whatever inconvenience you have, you're going to be dealing with it every time you ride, and they only have to deal with it once. It's better to have a shitty solution that you use every time than a great solution you use occasionally. Best bet is not to get into that situation in the first place.