Admittedly, it's been a while since I've gone, but I used to simply not stop for the door-checkers. They'd want to look in the cart/at the receipt and I'd keep a nice brisk pace about my business.

You think I stole it? Get the real cops. I actually paid for everything, enjoy.

Why'd I stop going? Armed private security with more ego than training. Much better options. Absolutely not advice, but usually the right look/pace does wonders. It helps to be defensible.