I have a trick I call The Straight Arrow. Here it goes.

Amongst a shopping trip where you are legitimately purchasing most of the items, you grab some ludicrously overpriced thing like toothbrush replacement heads or shaving blades. Don't put it in your jacket, which is too conspicuous. Put it in the cart.

At checkout, grab something cheap like a soda or candy. Do NOT buy it, just keep it in your cart in a visible place. Scan your items at the robot scanner, leaving the the small, expensive item somewhere at the bottom of the cart. At some point, subtly place a bag over the small but expensive item. After you pay, volunteer to go up to the nearest clerk and tell them you changed your mind about the soda/candy and you are handing it back. Put on your best face.

This disarms any employee who thinks that just maybe they saw you cover up those razor blades. "Look, they could have totally had a free Coke but they returned it. I didn't see what I thought. This person is a straight arrow!" If there is a nosy shopper behind you who'd love to tattle, they see you having a discussion with the clerk after paying and handing something back. To them, it looks like you are being honest and taking care of the thing they maybe thought you were trying to get away with.

This trick has never once failed me. Caveat, tho: I'm white.