In sky rim I use the glitch where if you tell a follower to pick up something it doesn't affect their inventory space but all of them refuse stealing items.
Different followers have different morality levels. If your follower's morality is "no crime", then they won't steal items for you. To see which followers are willing to steal, browse this list of followers at UESP and look for followers with any morality other than 3 (no crime).
Followers willing to commit crimes include anyone from the College of Winterhold, the Dark Brotherhood, all hirelings, and all housecarls.