If you are in physical danger, you have every right to use whatever force neccessary to protect yourself, including lethal force. When it comes to property, you have the right to use the neccessary force in order to get back the property or protect it, but lethal force would be totally unneccesary.
Also, I think you are misinterpretting the Minnesota law. It certainly wouldn't be illegal to pursue the criminal. And no one would bring charges if you just roughed the guy up a bit or threathened him with your gun. Its only when you start shooting indiscriminately that you're in trouble.
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