Really, anything. Currently thieves have one of the smallest weapon selections available, and it gets worse if you think about offhand. Currently they can only have a dagger or pistol as an offhand weapon, which doesn’t leave many options. A whip, a torch, a light sword, a punching dagger, a rapier, really anything to add some variety.
There appears to be a place for another offhand weapon in the thief character sheet (if you click on the weapon skills tab, there’s a greyed out offhand/light weapon skill area), but I am perhaps misunderstanding the character sheet?