
My thoughts:
1. Make sure you have a full army of 4 or 5 hobbits in your company. That way if one gets pilferred away it may not be a disaster for your one ring strategy. A bit crude given pilfer isnt a unique, but it is likely to be in the opponents sideboard at the game start at least.
2. Play 'Mistress Lobelia' as an ally yourself to prevent the opponent bringing the agent 'Lobeila Sackville Baggins' into play (not sure if this even works TBH)?
3. Include the agent ''Lobelia Sackville Baggins' in your own hazard deck and hope to get her in play first - that way your opponent has to influence her away to use her (again not sure if this even works)? Edit: Confirmed does work - opponent cannot use pilfer with your copy of Lobelia in play.
4. Dont play with hobbits!
5. Keep cycling 'Tookish Blood' as a resource whenever possible to overide the returning to the players hand function as much as possible (needs to be played in the organisation phase - Pilfer is only played in the m/h phase). It can be recycled with 'Mouth of Sauron' of course, or 'Unexpected Outpost' - which could be handy.
6. Keep your precious hobbit(s) in havens as much as possible, then you can use 'elf-song' to prevent returning to the players hand as well.
7. Use 'hidden knife' with an assassin to try and take out Lobelia at Bag End or Bree (maybe even your own Lobelia?)
8. Use 'I know much about you' vs. Lobelia (keep a copy in hand as a defence at all or critical times - good defence against assassins, though a hobbit is not going to be in freeholds/borderholds once the game starts).
9. Without a wizard in the company, use 'palm to palm' on your hobbit to increase his mind permanently (potentially Bilbo or Frodo can have 8 mind with three copies) in order to improve resistance to the pilfer effect.
10. Have Tom Bombadil as an ally in the hobbits company and use his ability. Limited by restrictions on Tom's movement of course.
11. If playing against a Fallen Wizard or Minion opponent, consider not starting with the hobbit ring bearer, but get him later. Many such players will include Lobelia in the starting 10 character pool as a defence against hobbit decks. When they see you are not starting with a hobbit they will remove Lobelia from the game immediately after the draft. Even maybe include Thorin, for example, in your starting company making them include Dror in the deck instead, then remove him from the game first turn organisation phase (kind of crafty) to make room for a hobbit. Go grab himat Bag End turn 1 (need to be a bit flexible here though as you never can be sure who will appear in the hand - at least Folco Boffin can be replaced with another hobbit later at Lorien, so effectively if you have Sam, Bilbo, Folco and Frodo all in the deck your chances are fair of getting a good ring bearer out in the first couple of turns).
12. Hazard limit reduction to 0 for the hobbits' company (kind of thematic in the sense it was a company size of 1 for Frodo/Sam in the LotRs, so if you have Frodo + Sam and play 'Many Turns And Doublings' with GoM you cannot be pilfered that m/h phase)*!
Added:
13. 'Withdrawn to Mordor' vs Lobelia (thanks Throndor).
14. Remember to use 'Here is a Snake' to force your opponent to reveal their face down Lobelia asap so you can get ready to deal with her (e.g use hidden knife). Also has the advantage that it is useful against Baduila as well (thanks CDavis7M).
(*Edit: sadly I realise that if you have another company then the pilfer can be just played during that companies m/h phase so then this will overide this thematic defence. Of course you could just ensure there are no other companies in play at this point - that is difficult to achieve though. Maybe deliberately kill off Gandalf once he has identified the One Ring for you or use Bilbo to identify the ring with a wizard-free deck strategy).