[Billy Yank]

I haven't tried this, but I think it would work. Start a new game, create your thief, use SK to give him the number of xp he needs to be on par with the rest of the party. Go back into the game and level him up, then export him.

Copy the save of the game where you want this thief to play over to the mpsave folder. Start an mp game and load the save. In the character adjudication screen, import your thief. Start the game and save. Copy the save game back to the save directory and open it as a single player game.