Install/Attach a small GPS device/microcontroller to an e-cigarette

I am an event organiser and I distribute e-cigarettes to guests attending the events. A lot of my cigarettes have been stolen at such events and since these do not come cheap, I need some way to prevent stealing of the cigarettes. So, I need to install a small GSP tracker or any device(micro-controller) along with a buzzer in an e-cigarette. The buzzer will start buzzing once the e-cigarette goes out of a specified range from a central base, which can be an app on the admin's phone or laptop. This app should also receive a notification of the cigarette going out of range and its location. Size of the cigarette case is the same as two tv remotes stacked together.