You generally can't shot them right off the bat, but in most places you can use non-deadly force to defend property, and if the thief responds by threatening you with death or great bodily harm, you can then use deadly force.

In some states, if you reasonably fear that using non-deadly force to stop someone from committing arson, burglary, robbery, or felonious property destruction would put you in danger of serious bodily harm, you can skip straight to deadly force.

Here's a summary from Eugene Volokh [1].

[1] https://reason.com/volokh/2020/06/02/are-people-allowed-to-u...