Actually, shielding bags are a recommended if not standard procedure for evidence handling of wireless devices, so they do not have to be switched off and lose memory content, nor can be accessed remotely.
A possible countermeasure is locking up the device if it is alive but offline for too long. Maybe chime, ask for a PIN, and if not available, switch self off. Or rely on responses from body-area network, or require a RFID hand implant.
The wipe-self-if-not-online approach of the secure disk is also a solution. A possibility is having it encrypted with a long key that gets unlocked with a PIN or reasonably short passphrase, gets forgotten if tampering is detected, and is backed up somewhere off the device and immune to physical search (perhaps in a different country, it is after all just a piece of binary data).
The magic here is in seeking the proper balance between wiping itself accidentally and not wiping itself when needed. Many design approaches can be borrowed from the fields of nuclear weapons, where when they have to go off they HAVE to go off but they absolutely must not go off otherwise.