How to manage a colleague in your research group taking your idea?
Let’s start with one simple fact. On paper, your colleague didn’t do anything unethical. Perhaps they were thinking about something similar and you happened to as well, it’s not unheard of. So I don’t think that there’s much you can do apart from noting a colleague who’s not a very good collaborator.
If this is a pattern, then perhaps a discussion with a more senior person is warranted. I’d suggest you focus on getting more than one person to attest to this behavior and perhaps back it up with evidence e.g. email correspondence or the like.