just remember when you call the police a report will be made. so if nothing happens or things dont go your way and you do something after the report is made, it can be used against you.
honestly i would confront them, professionally and straight to the point. be careful and if you are short tempered just let the police handle it. dont try to beat around the bush, that never solves anything. if you think a situation or problem would arise if you do confront them, then let law enforcement handle it before it gets out of hand.
someone stole my watch once, and after i beat it out of them i showed them my name and phone number which i put into the watch when i got it. great feeling, and i still wear it.