Passive aggressive customer

Just wanted to see what you guys think of this. Often I'm on self service just before the shop shuts. We have this customer who regularly comes in about 10mins before closing time and just wanders about doing a bit of shopping. We give an announcement that the shop will be closed in 5 mins, still wanders about even down the booze isle which he can't buy anything in Scotland after 10pm. 1min before the shop shuts he comes to self service. He pays for his items then takes a bag without paying. I know customers do this and sometimes I let it go but he does this on purpose every time. I mentioned to him he has to pay for it but he continues to do this. It's basically stealing especially if you were to add up the bags. Last time my colleague said he has to pay for a bag and he muttered you should have told me earlier 😒 he also asked if he could use our clubcard because he forgot his but we explained why we couldn't do that. He's asked this before and I explained it to him already. This has been going on for months. The team leaders have spoken to him in the past for it. He's just a pain in the .....! I know there are bigger fish to fry but the customers that think the shop belongs to them!