If you don't have any luck with the police, do you have a local saddler? Might be worth asking if they have a set of A- Z / number punches, and if so, would they be able to do it for you instead?
I did loads of security marking on saddles and putting microchips on trees in saddles when I lived in Caterham in Surrey. Most Saddlers up there will have the tools needed to do this, ask around, Oz