I've trained thieves without them being guilded before with no trouble.
I was training today. Current skill is 83.x with about 695 total skill points used. I spent about an hour and gained about 1.5 total.
I don't know if it will help, but here's some details on my thief.
Guilded, Stealing 8 stone heater shields out of a bag on my pack llama who's guarding me. I train in my fel keep, and use 20 shields. My UOA macro looks like this.
Use Skill (stealing)
Target (a shield)
Pause 11000
Basically my macro consists of those 3 lines repeated 20 times. When I've went through all my shields I repack them into the bag they were in, and put that bag back on the llama and run it again. Its boring as hell, but it seems to work pretty good.
Best advice I could give is to try and soulstone off as many extra skill points as you can manage. If you can get your cap under 300 (or is it 250?) you will gain faster. Don't use any + skill items, try to find items that way 1/10th of your skill. (I'm in the mid 80's and stealing 8 stone shields) I personally try to stay away from stackable items because (at least in my mind) you can steal part of the stack and since half the stack might not be the right weight its too easy of an attempt to gain.
If you have doubts about the item your stealing being the correct weight, try to get a skill tutor statue or a crystal ball of knowledge. Either of those items will tell you if you're stealing the right items or not.