Me stupid European with different laws.
If I would shoot a burglar who just killed my kids and would be raping my wife I would end up in jail.
On the other hand. What good would it do if you shot him? Or is it just to scare the burglar. You can get a dog but in order to keep one you must love that type of animal if you want him not to hit on you and put in many hours training and taking him out.
I hope you and your family will forget this soon and that it will not stick in your head. It can be very mentally draining that somebody invaded your private space and took your stuff.
All the best man.