To start, the mod's polished to hell and back- there's no denying that. But I won't waste your time and get right to what ♥♥♥♥♥ things up for me.

-Upgrade Prices
Starting from your first run or so, upgrades take quite long to get even if you are using prop hunt maps to get props and beat quests en masse. Lowering the prices SLIGHTLY (not extremely low but just so it's feasible to get some good upgrades in before the end of one of the crew's storylines) might help with this.
-1 Shard Remains and Nothing Remains
This is a twofer and a slight spoiler. If you are playing on NG+, this blocks the shard count, leaving the player in the dark as to how many are left on a map. I also made it a habit to remove the pedestal for this on every map I load because of one major bug that can occur and potentially cause unwanted results for players: you can spawn in on the pedestal in certain cases, resulting in Nothing Remains' effects to trigger AUTOMATICALLY, with the player unable to do anything about it in this rare case. While this is beneficial in the first spawns it makes, when you reach this point it becomes a threat. Forcing the pedestal to spawn outside of a certain radius from the player's spawn would help. Speaking of removing the pedestal-
-LOADING
Why does the game need to reload props that have already loaded in the map itself? This is even worse when you are already getting to work stealing props when the loading breaks and gives an error loop in the console, resulting in heavy performance loss and having to load the map once again in the hopes that it doesn't happen again. Furthermore, like I was describing with having to remove the pedestals, the game loads three to four times just to bring up the gamemode's proprietary spawn menu, just to get to the sandbox spawn menu and spawn in a toolgun. Finally, you know what's fun? Loading a map with custom textures and models and stealing them, then when you cash them in when you get back to home base, the game's performance slows to a crawl regardless of how small the props you stole are or how many you've taken. Replacing these with random props and textures from what's mounted when you cash them in could help.
-Brushes
Brushes in my opinion are a fairly divisive thing to collect. While if you get large enough brushes you can get an extreme amount of cash for it going to the thousands, simply collecting props is a much faster, efficient and productive means of gaining cash just after getting the prop scanner and auto-clicker upgrades, compared to the agonizingly long time it takes just to grab one side of the skybox surrounding a map. I would recommend implementing an item similar to the red and black shard that spreads across the map and takes brushes and/or en-masse, but is equally expensive to boot, or simply raising the curve at which brushes can be stolen.
-Needle in a Haystack
I get a quest saying I need like 20 or so radiators since the Mewseum is cold as hell. Simple stuff. I go out to some maps, beating the other crew members' quests, but only get like four radiators. I go to another, no radiators. Another, and another, and another, ad nauseum for hours until I get lucky enough a couple times to get some maps with radiators that allow me to beat the quest once and for all, compared to quests that literally just require me to load up a HL2 map, snag some metrocops and Alyx, and dip. Having to dig through map after map after map after map just to find a particular item through the 15,000+ maps in the workshop is a hassle, don't you think?
-Content, but Not the Kind I Want
Flipping through the channels on the TV looking for maps is a tad annoying, due to the fact that you will frequently run into content packs instead of an actual map to play on, wasting your time for when you could be stealing ♥♥♥♥. The pointlessness of the TV is accentuated alongside this when you can just download a map pack and load maps through the main menu that way. It works well at what it does, but only when it works 90% of 50% of the time.
-Progress Resetting
So this one is recent. And by recent, I mean it's the reason I decided to make this post to begin with. After completing Cellist's storyline, I put "retry" into the console because my model wasn't appearing in cutscenes. However, once it started loading again- and every time thereafter when I tried loading a different map- it booted me back to the intro map no matter what map I picked. Grade 5+ upgrades, each of the storylines literally just about to be finished and so close to the true ending, everything I worked towards was gone in an instant. I don't know what will happen after I finish the intro, but I have a bad feeling I know what's coming, and it may drive me away from playing the gamemode for some time (unless anyone can spare some save data).
Other than these issues, I love the gamemode and what it brings to the table. A suggestion I would like to make, but it's wishful thinking, is the ability to take the props you have stolen (by the number) and do what you can with them in a semi-sandbox environment, like making your own home base. Other activities besides stealing that also give money can be nice as well, along with progress bars for props and shards stolen that let the player know when they've got everything or are at least close to it.
Favorite so far is the Pianist.