But as someone said, gentle walk and shield block are musts. Or you can try your luck with a spear and the speardancer edge. Pick lock, relock, rogues awareness, hide, all make getting out of bad situations easy. And if you go thug and use gut shot, or take envenom, you can have that mob get worn down after you flee and rest.

Go svirf for instant 100% lore, high str so you carry and hoard lots of junk, plus with stone skin and high wis you can take some damage and get some hps. Go pickpocket path for the appraise/identify skill and deft touch for better stealing (or if thug just push, then steal, to get those higher-level keys more easily).

Also look at the shadow disappear and improved hide skills.

I will say this, though, after being a serial thief player, I'm playing a warrior and am loving being able to solo rank.