in our time playing, Me and the rest of the group have been trying to make our fort grieferproof. Here are some things you can do to prevent things being easily stolen and griefed.
Make a house to place your movable objects inside (you slide them in from the outside)
Log off, always with everything that has the most value.
Make a secret stash with your second most valuable stuff and hide it inside a log.
Make a crate or place a moose (then skin it) inside your house and fill it with your stuff.
To make the terrain within your walls or outside your house unchangeable, put down planned fences that go with your unmovable objects. (you can block 2 tiles with 2 fences that face each other, looking like a single fence). You can even make some cool art with the stone one on the ground, making it look like a cool path.
Currently Me and my group have been working on a project, a 18x17 castle wall with a gate, melded inside a hill (harder to tunnel) that people are both unable to grief with tunnels, and unable to access our loot and movable objects.
Life will find a way, it's just a little hard sometimes.