Shoplifting suspect strategies

There is always a security guy in my supermarket, who hangs about near the checkouts, and lurches from aisle to aisle (though he never enters an aisle, just remains at the checkout end) following suspects.

This morning, I was the suspect. It was 11am, and most of the customers were elderly women. I was the only scruffy, hungry-looking, unshaven, and vaguely youthful male. Still, it was insulting.

I mebbe brought the attention on myself cos I'm not much interested in food, and can never think of what to buy, so I was hanging about aimlessly. But he made it obvious that he was watching me and it pissed me off.

So I did the following:

1) I stood perfectly still facing him, and stared him out.

2) Then I went to a different aisle, and turned my back to him, leaned in against the shelf (containing quiches) and did suspicious hand movements inside my coat.

3) Then I raced along a few aisles, and before he could catch up, I stood at the display at the end of one of them (the opposite end from him) looking at chocolates, so he couldn't see me. I looked at those chocolates for a couple of minutes, before racing off in the opposite direction. Soon, I saw the security guy, who was racing about also looking semi-frantic until he saw me, and then he was just calmly watching me again.

4) Then I couldn't think of anything else to do, so I went and paid for my quiche and chocolate. And funnily enough I was undercharged, and told the checkout girl that she'd undercharged me. And I left the shop.

It was very unsatisfying. What should I have done? What do you do when you're suspected of being something you're not?