Here's what I do for training:
(this is in the classic client using UOA, but I'm sure it could be easily adapted for the enhanced client)
Buy/craft/obtain 20 items of proper weight for your skill. I throw them on the packy and create a macro that looks like this:
use skill (stealing)
target item
pause 11000
use skill (stealing)
target item
pause 11000
<repeats 20 times total>
Once I have a nice long macro targeting all 20 items, I simply move the items back to the packy and play the macro again.
The important thing is to make sure you're stealing items of the appropriate weight for your skill.