File a claim ... I did, not for a lock but for a cutting open a box that the TSA was not smart enough to figure out how to remove from a duffle. In that case, a TSA contact at the SLC found the tapes, reviewed them, and agreed his officers were not smart enough to figure it out so they cut open the box.
I got $7 from the TSA for the box and another $5 bucks for shipping the box :-)).
As for the lock, here is TSA best efforts to remove one of my locks: