Did you return the jacket an other items to the warden?
If so then there has been no serious offence of theft as you did not permanently deprive the owner (uni authorities) of the property (edit: It may still be a theft charge but a far lesser one)
And as no tools were used to enter the building there is no aggravated trespass or burglary…
plus when challenged you all presumably realised what you had did was wrong
and if you are posting here I then I exect the heddlu didn’t detain your group for very long as its hardly a major crime
The most that could happen would a minor criminal damage offence but even so it would be absolutely fucking daft for the Uni to press charges – why lumber one of their own students with a criminal record (however minor) for such a trivial offence?
TBH I reckon the worst you would get is a minor bollocking from your tutor RA or whatever they are called.
There is also a long-standing culture of urban exploration amongst University students worldwide, particularly science students…
What globaloon says is a good idea (might be worth making sure your tutor also sees the letter if they have got involved) and If they start taking it any further I would go and see your NUS representatives as IMO that would be wholly disproportionate.
