When we put our fitted King sheet on our DVC bed, I take off their flat sheet and use it to 'triple sheet' the bed. It goes on top of the blankets and gives the luxury hotel feel. Also - I don't know when the blankets were cleaned last and the third sheet helps to protect us from the 'unknown'.
Since my sewing machine has alphabet embroidery, I've sewn:
Property of [our name]
DVC #[our number]
This is on the top & bottom sides, covered by the blankets and/or headboard. WE don't see it, but if I should happen to leave the sheet on when we get a full cleaning, mousekeeping will see it when they strip the bed. I haven't left it on the bed yet, so I don't know if would help us keep the sheet (or get it returned).
Yes, I do have colored sheets (to coordinate with BWV of course) as WE do get mousekeeping as we stay usually at least 10 days (got to make it worthwhile to pay the $$$ airfare from Colorado - this next trip is the first time we're paying less than $350/pp).