My son the wanderer

Sloan is in such a bad habit lately of walking away from home and going to to our neighbor's house to "talk." Really what the little mooch wants is some kind of treat, which she usually doles out readily because she's very sweet and is a grandma so her pantry is stocked. It's rather infuriating though because I don't want my kid to be that pesky neighborhood kid that everyone dreads. Today he went over to our other neighbor's house and asked if he could come in and play. I couldn't find him and was walking all over the place calling his name. It freaked me out and infuriated me. There are people building a house behind us so I started fearing that someone may have snatched him away. When he finally came traipsing out their back door, I was livid. I made him come inside, then when he protested further discipline was much needed. I'm having a hard time getting him to understand that it's annoying for him to just walk into other people's yards. I'm also trying to get him to understand that he doesn't need to just go up to any stranger and befriend them. It's hard to teach a kid like Sloan that because part of what makes him Sloan is his extreme friendliness and outgoing nature. I love that about him so I don't want to break that spirit. I do, however, want him to be more careful. I am fully confident that if someone came up to Sloan and told him they had candy or a puppy somewhere that he would follow them. That scares me to death. I'm not sure how to teach that caution. Any suggestions?