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Come up with a house rule that makes you draw another full hand if you are caught cheating.
This would be terrible if you are caught with cards in your lap as you are about to go out of cards, so this should keep people from cheating. Similarly, there could be a rule that says the person is "out" if they cheat. This is where they are still playing the game, but are ineligible to win, get an Uno, or make other players draw cards. They must forfeit any action cards in their hand upon being caught cheating.