Sorry I'm so late to this thread.
Really glad to see someone else values this topic; SA is woefully lacking in young people cross-culturally. I did a cover-lesson recently (for PSHE - Personal, health, emotional....) with teenagers where we pretty much focused on SA, with an emphasis on avoiding pickpockets. Had good fun with up-and-about activities involving kids trying to open partners' backpacks while they were walking. Key learning points about making packs difficult to access, with carabiners and releasable cable ties etc. used to connect zips to each other.
In the ESL classroom I could imagine similar lessons being done, particularly as one-off sessions towards the end of more normal semesters of lessons, to give the students something novel while re-visiting and re-using language covered before. Contexts could include best seating choices in cafes (back to wall, far corner so you can see the room and have no-one behind you, but also near a window so you can keep an eye on locked bike outside), setting street habits like not wearing music headphones in certain situations, walking on outside of road bends for best visibility, keeping expensive watches hidden from view.
You could look at case studies of tourists getting robbed in Paris, with discussion built around what they could have done differently (with target language prepped to elicit from / give the students) - this one would suit higher abilities and be good prep for speaking exams where they have to discuss for e.g. the negative aspects of cities.