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BERLIN—Earlier this year, Lisa Harmann received a warning from the German government: A spy might be lurking in her child’s bedroom. She should find it and destroy it.

With their 10-year-old daughter sound asleep, Ms. Harmann and her husband sneaked into the room armed with a flashlight and soon found the culprit sitting inside the cupboard, sporting a frozen smile and billowing pink skirt.

Despite her innocent looks, “My…