What is the appropriate action for someone who sets the alarm for Fajr prayer then turns it off when it rings?

If you close the alarm before fully waking up and miss the prayer, you should not place the alarm close to you. Instead, place it far away so you are forced to get up to turn it off, which ensures you wake up completely. You can use two alarms if you are a heavy sleeper, or ask one of your brothers who is diligent in praying Fajr to call you, or instruct the muezzin or imam to wake you up.