If you don't mind using CLUAConsole, you can pick up Artemis Entreri. Summon him by pressing CTRL+SPACE with your Debug Mode activated, then type in
CLUAConsole:CreateCreature("ARTEMIS");. He will probably backstab you, but when he appears, pause the game, hold your cursor over him and press CTRL+Q. You will then be able to add him to your party and he will earn XP just like everyone else. He's an awesome thief.
He's the only evil thief who can (sort of) join your party. Otherwise your best legit choice would be Jan, who happens to be the only thief who can advance his thieving skills.
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