Why can't we come up with a solution for this?
Remotely brick the device in EFI, so it's completely and utterly useless without taking it to an Apple store, maybe even to swap it for an entirely new machine once you verify ownership.
Obviously this will just cause the thief (or person who bought the stolen goods) to discard the machine - so why not offer an incentive?
When the machine boots, show a message from EFI - 'take this device to any Apple store for a $200 reward', or some such.
(Obviously there are some kinks to work out, but surely we can think of something)