A more cheeky response may be found in the actions of Orthodox nun St. Maria Skobtsova, who was hiding Jews. When the Nazis came around and demanded that she turn over Jews she might be harboring, she escorted them to her icon of the Mother of God.
Not saying that would necessarily keep oneself safe, but I like it.
Well, ideally Nazi’s would never come INTO your house because you’d shoot them before they even got close because you’d live in a free country where you have the right to keep firearms for self defense. But in the situation with the film, you do whatever you have to do to preserve your own life and those of your family.