This is a tentative answer.
Volume 15 of Johann Walch's Sämmtliche schriften has the story of Tetzel's robbery in section 97 on the numbered page 363. The Go To page number seems not to work, but doing find on Tetzel brings up 12 items on page xi and a little further down 9 items on page ccxxx. Clicking where it says page ccxxx gets one to the place.
This tells the story, in German, but before it does it ascribes the story to Georgii Arnoldi in his Life of the Elector Maurice, duke of Saxony; and to the German economist and historian Seckendorf's History of Lutheranism.
It seems that Dr Walch did not ascribe the story directly to Luther at all. This suggests that Dr Walch was unaware of any record of Luther recounting the story himself, which suggests that there is no record of him doing so.
It may be possible that the inclusion by Dr Walch of this story in his book led someone mistakenly to ascribe it to Luther.
The nobleman's name was Hans von Hake (1472 - 1541) and the robbery is said to have occurred near Juterbog, between Leipzig and Berlin. The empty chest which contained the money Tetzel had collected, and which Herr Hans relieved him of, can still be seen in the Protestant Church of St. Nicholas in Juterbog.
The auto-translation of the German Wikipedia page on Tetzel has the following:
The Nikolaikirche in Jüterbog also has a Tetzelkasten. Hans von Hake (1472-1541) from Julebog handed over this ark after Tetzel had removed the box. He had already purchased the release card from him and waved it as Tetzel threatened him with the torment of purgatory. Theodor Fontane describes this story in the first volume of his " Wanders through the Mark Brandenburg ".
There is no mention here of the story being attributed to Luther, as there is on the English site.
The Brandenburg site for the Luther 2017 Jubilee has a section on
Luther und der "Bad Boy" von Juterbug
which translates as Luther and the Bad Boy of Juterbug. An auto-translation of the last part of this says:
For, according to legend, Knight Hans von Hake has bought from the monk an indulgence for a yet unrequited sin in the future - and then attacked Tetzel and robbed his wooden vault.
Here again there is no attribution to Luther (even on a site dedicated to his Jubilee), and the story is described as a legend suggesting that part, at least, is poorly attested historically, which doesn't mean it didn't happen.
So a tentative conclusion is that Luther did not make it up, or even, as far as we know, mention it. But whether or not it really happened may be uncertain.