Here's an easy trick for you for protecting treats. Crack open a walnut, hopefully without breaking it. Take about half (or whatever you can hold onto) and hide it in your hand. Break off a small piece that is designated as the next treat. This way you can regulate treat sizes, have the next treat available on hand, and keep the treats for getting pillaged.
Remember that the more bad behavior the parrot gets away with, the more it will continue to go on.