I like the idea of saying to someone, "Are you taking my photo?" or "Did you just take a photo of me?" The thing is that people could easily say they were taking a picture of something else, and that will actually be true some of the time. But mentioning it to them tells them that you noticed, and you're not in favor of it, even if they lie and say no.
If they happen to say yes, then you could say, "I don't appreciate that. Will you delete the photo now?" Again, they might refuse, or say they're complying but don't, but I think at that point you've done all you can do.