I also had the idea that the UI could just prevent you from taking items that you aren't good enough to steal, that's how it works in Thief for example.
Though honestly faster saving (including autosaving during transitions) would help with a lot of these issues where something happens and you want to reload, what does the team think about trying to add multi-threaded saving? Basically just use a thread to copy the savedata to RAM and process it and write it to disk, so that the normal game thread is left alone and you can play while autosaving/saving.