The current snatch thief trend in Malaysia is like this : *points video below*
In a week, my dad witness two of such incidents. After hearing his story, I went to Daiso to get a Window Protective Sheet. I don't think it's gonna be useful but it makes me feel a little safer. Pasted it and my car's window now looks less attractive because I'm the one who pasted it! It will look like a different thing if my sister was the one who paste it.
I usually put my handbag on the carpet(?) of the passenger seat. It may be safer compared to putting it on the passenger seat but I guess it's better to not tempt the snatch thieves. Prevention is better than cure.
It's a bit troublesome but I think it might be better to put handbags and laptops in the car boot when you're driving. But don't forget to take it out! Someone might bang your car boot or hook open your car boot. true story.