Birds in this game are smart, and this one knows that if it gives an item to the guy in the Curiosity Shop, he'll give the bird shiny things. So basically, go to the Curio shop and buy it back. However, I think it is a waste of money, because if you got it stolen early in the 3-day cycle, you probably haven't done enough to warrant continuing, and if you got it stolen late in the cycle, you will not have enough time to do anything major, even fighting the boss of a temple. So basically, just restart. Don't bother spending 200 rupees on something you can just whip out your ocarina out and play
What did you do to earn that BK loaded Steakhouse Burger? I don't know, I just ran Danger Mario through the Po100T. What!?! You just DM'ed the Pit?