Agree with Rayaans
I was concerned enough about this via media and the police to act. For me there were two main choices - turn the smart entry and start off or use a blocker. I like the smart entry system and so was very reluctant to disable it, and yes through the menu system you can. However, it is one feature I like and I don't see why I should disable it just because of the risk of some scumbag stealing my pride and joy
So I purchased an RFID pouch/wallet instead. Cost was ~£6 from Amazon and it works well. As soon as the car is locked and I walkway from it, the keys go into the pouch, and this happens wherever I am and not just at home. Why carry the pouch on me at all times? Well this is a personal choice, but I can see a scenario where the car could be stolen using this technique whenever the keys are "not protected" e.g. in your pocket outside of your home. Of course, it would be more of a challenge due to greater likelihood of RF interference from other sources and not to mention being spotted.
Sorry, but wrapping keys in aluminium foil I agree is not practical if you use the car frequently! Also, although a lined box would work (assuming it meets the faraday cage requirements) will work it would not so easy to carry it around with you when outside.
Problem solved as far as I am concerned.