In line with the goblin or similar creature idea. I think it would be really neat if they stole unprotected items from claims and left track-able scents to burrows.
-Could only come out/steal on new moons.
-Maybe they could break holes in wooden fences.
-Could find tracks on abandoned claims
-Burrows could have loot piles like shipwrecks of previously stolen goods.
-Quality of stolen item could play into the quality, necessary per*exp, and combat prowess of creature.
-Further development could lead to nests