It's a good question, deserving of a detailed response, so I thought it would be interesting to answer it in blog form.
Korea doesn't really have any anti-stalking laws - unless the sasaengs assault their idols, trespass on property or steal something, the law can't really do much. The idols can't do much either - any interaction with these people or even via their entourage and security just feeds the sasaengs because it confirms that what they're doing has a payoff - "EXO's security guard slapped me - now I'm THAT MUCH CLOSER TO EXO" etc.
It doesn't leave too many options... but I thought of a unique solution that just might actually work. Read on, and come with me on an anti-fanfiction trip into the universe of stalkers and sasaengs.