@EllenN This is quite a problem. Generally, I would offer a solution, but you have already offered your guests FOUR solutions and they are still ignoring the requests.
My good friends on the Cape have a labradoodle that can, and will, find food anywhere. He also, if he likes you, will carry your shoes in his mouth while proudly prancing around the house. My friend has a house rule– bedroom doors always closed and no food in the rooms, especially chocolate. If the only victim is a shoe, not a big deal. If there is a food that is poisonous for the dog that guest is required to administer the ipinec [or what ever that stuff is called], take the dog to a remote area and help it empty the contents of his stomach and is never invited back.
But, she has friends and family. You have paying guests. The difference is huge.
I wonder if there is a way to have the dogs sniff the bags to tell you if there is food before the bag goes to the room? I suppose some of your guests who aren't that comfortable with animals would be horrified however. A self closing door might be less troublesome, though can be annoying when you are trying to move items in and out of the room.
Wish I had some better thoughts, but my first one, provide a safe place in the room, you have already covered.