I think I would have done pretty much the same thing the police did.
Watch the exits--including the employee or service exits
--make sure I knew who was leaving the mall, get everyone--customers and employees--out of the mall, sweep and clear the place.
And make sure that the employees were all properly identified and whatnot, so one of them wasn't KO'ed and their uniform stolen or anything.
Oh, and check the roof, also. They might hide up there.
I dunno, maybe I'm just paranoid like that.