I can't seem to find any real information on the steps one should take if your drone is stolen.
The theft of my drone has been report to the police. I have provided them with the S/N of the DJI RC which is printed on the box it came in...

What more can I do?

Hi, there. We are sorry to know about this unfortunate incident. We recommend letting the local authorities and the police run investigations into this theft incident. You may provide us via PM the serial number of the device, or we recommend contacting our support through this link: https://www.dji.com/support to record the stolen aircraft in the system. Please rest assured that DJI will reject offering a service if other customers send it back. Thank you for your understanding.

You could also report it here - http://stolendrone.info