@Anders:
Is your Baghira insured?
I think, the most thefts are made by organized gangs.
They sell the bikes in pieces and you will never see your bike again. But in your case I'm not sure. MZ is not so popular on the market. So I believe, it was a idiot from your area, because he didn't know what he took.
Selling parts from japanese motorbikes makes more sense. Anyway, I would also have a look to ebay in your situation.
My Honda was the oldest one and my mate's bike (Suzuki) was the scruffiest bike in our group. Both MZ's (2 Mastiff) were almost brand-new, but not interesting for the thieves.... they took the two Japanese.
Scheffi