i specialize in stealing games from wally so here's a couple tips in general:

games are NOT source tagged, if you've got it down to just the game in the shinkwrap you're free to conceal and go. i recently got the 100 dollar edition of mk11 and not even that had a tag in it - not a single regular price game i have has been tagged. i don't remember ever seeing a tag on a console either

game cases are small enough (especially switch cases, those things are TINY) that you can conceal pretty much any way you want and get away with it. i have a tote bag i use everywhere for legal and illegal means and you couldn't tell at all if there's 4 games in there or not. if you're worried about getting odd looks for having your own bag, consider bringing in walmart bags (either plastic or reusable) and putting stuff in them in a blindspot. if anyone asks, you checked out at electronics

opening alpha cases isn't hard but it's spooky the first time around. my method is to conceal the whole things in a blindspot, head over to the bathroom, open them up in there while it's empty (i tend to work around 9-10PM and rarely have issues), stuff the games back in my bag and throw the alpha cases under a bunch of paper towels in the trash. pretty much all s3 key use just comes down to putting it in the right place and pressing a button, but you gotta be careful so that you don't get heard and you don't leave evidence

Frankly you're gonna want to buy a case decoupler like this which will allow you to unlock those cases on your own making it look like you already own it. Put the empty case on a shelf behind something, and if anyone catches you say you're looking to return this game you bought yesterday. If you're earnest, they'll probably guide you to customer service, who won't refund you without a receipt, allowing you to go home.

Note: Don't put the disc in a hoodie or backpack, cause it'll wreck the story above.

i palm my magnet in my right hand, grab the game case I want, flip it over to read the back details as my right palm puts the magnet in place and my left hand flips the case switch. I'll put the games I want all switched open in my basket along with equal number of dollar bin dvds. as I walk down a safe aisle ill flip cases open, remove the game and drop a DVD in and relock it. pocket the unlocked ones and put the filled cases back on the shelf so they can't go back if suspicious and show a trail of stashed empty cases through the store where I was observed. Although no games have been sourced there are certain DVD studios that have thrown me off with a tag or so.