My impression is that, at least for the top schools, unless your marks etc . look EXTREMELY good, no undergrad research is going to be a serious defect in your application. But, you say you study theoretical physics. What does that mean? In the US, we study different things, from stat mech, to qm, to our lab courses, part of it is theory, part is lab. so, unless you're delving into qft, gr, etc. , what makes theoretical part of your study program? just curious.