Hmmm, I would try Highlights or Spider or Pockets even if they don't want 'crime' because kids learn nuances regarding theft. For example, I thought it was perfectly okay to steal mangoes from a neighbor's tree because they had so many and I was hungry. When my mom found out (hello sticky mango mouth), she made me go apologize and I had to do some small chore. The lady of the house would've gladly given me the mangoes had I asked for them. Lesson learned. Alas, the temptation remains.
By the way, I remember a story by Rosemary Wells in her YOKO series that is about theft. It's very well done. You might want to check it out.
Vijaya