I'd give them an earful. We've had neighbors that would sit out on their porch and drink beer while watching us work outside - like we were their television or something. We've done things before to make sure they got a "show" and let them know they didn't impress us with their snooping. Figure if their entertainment is to watch us dig in the yard, they must have pretty crappy lives.
Yesterday I told my hubby on phone I better watch what I say cause I know she is listening. She got mad and got up and went inside and slammed her door. I laughed and told him oh no we made her mad lol