In the Ice Canyon, there are monkey-like creatures called Elmons. They will occasionally steal items and accessories from you. To get them back, you'll need to recover the key item "Elmon Crown". This is hidden at the end of the secret path in the area where you fought the Dinozoara boss, along with a royal seal.

Once you have the crown, enter random battles with the elmons until one of them steals the Crown. Visit the Elmon leader and his gang in the small path in the Ice Gorge area.

Talk to him twice and you will be thrown in a battle. After winning, you'll get a Mind Bangle accessory and the Elmons you face from now on won't steal from you anymore.