afaik, Thieve's Dagger is thief/rogue only. and the gadgie loses the ability to weild it once she's back to being a gadgie.
gadgies, however, can weild the very nice Poison Dagger. i have mine equipped with one as we speak.
and, someone confirm or disconfirm (is that a word?), but i had heard that once you left a class you can't go back to it. ever. that it was *BOOM* closed off.
V***V