From the dragon's point of view, there is little excuse not to scry the fleeing interlopers that just up and attacked him. Once they bed down to recover he should travel to them (if possible) and snatch one up and leave. Being ancient he should know that fighting parties of adventurers at once is what leads to losing your hoard, your life, or both.
Grab an armored one so it can't teleport away. If you happen to get a cleric, lucky you. Then bargain with the pc's for their wonderful magical items if they want their friend back. Whatever you do, don't allow yourself to be Harm'd. Chew on whoever you pick up to disrupt any possible spellcasting and take away any symbols/component bags when you get the chance.
This way you don't Total Party Kill them in their sleep (which would be what the dragon should do), you do enforce the idea that actions (especially ill thought out ones) have consequences, and you have a fun opportunity to RP with the dragon instead of just attacking him, because attacking him could have the consequence of you hostage being killed.
If your players are the type that the captured one will sulk instead of utilizing the RP, then settle for people the PC's care about. Or random innocents.
But don't avoid making the PC's pay for their insolence directly.