While I'm not quite sure of the legal standings in your neck of the woods, remember that you, as a cashier, ALWAYS have the right to refuse to serve a customer.
Also, if the payment hasn't gone through (which I doubt it would have, if not signature-confirmed) then he is technically guilty of theft. Twice.
Not to mention the potential of him being guilty of Common Assault (here in the UK, Assault and Battery charges can be brought against a defendant who has threatened physical abuse, as Assault can be inflicted through psychological trauma, while Battery is the 'making good on the promise' part, when they actually hit you).
I don't know the layout of your store, but your best bet would be to keep an eye on the entrance, or get a CCTV still of the guy and put it up in the staff area, and give your manager a call as soon as you see him come in.
Of course, if you want to plant him one, then there is basically a 'first strike' clause in self-defence (over here, anyway) where if you feel as if you, or a member of the public, are in imminent danger, then you can strike at the offending party. Unfortunately, you're also restricted to using an appropriate level of force, but you should be fine unless you shoot him straight off.
