Damn, that's a major bummer. Getting your food stolen is almost as bad as having your beer stolen! Is it just your own food or is it every ones? And you said its twice a week? Are the thefts noted at regular intervals or are they randomly dispersed over the week? If they are, you may consider guard duty

(unauthorized video surveillance is illegal).
If you are considering this and the guard in question sees the crime being committed there are two options, depending on the value of the stolen goods at the time of the crime:
1. The value of the goods exceeds 800kr: The perpetrator has committed an offense punishable by imprisonment, and may be arrested by anyone as long he/she is caught "red handed". (According to Swedish law (Rättegångsbalken ( RB 24:7 )))
2. The value of the goods is less than 800kr: The perpetrator has committed a misdemeanor and may not be arrested by anyone but the police (The guard may call the police).
My guess is that you have a problem with sleepwalkers, or drunk room/corridor mates coming home late at night having forgot to stock up on essentials.
Off topic (or kind of related):
http://www.enkelsak.com/for/Envarsgripande_for.html. (swedish)