Zardnaar
Legend
All rogue party is awesome. We did it in 2E and it was a blast. No frontline to protect you from the baddies. No healing. No artillery support. Just you, your wits and your willingness to run away from everything you didn't get into position to backstab. Highly recommended. D&D on hard/crazy mode. I think it'd be about the same in 5E.
I actually find highly optimized parties a boring. When you have to cobble together cockamamie solutions to plug gaping holes in your skillsets is when things really get going. Plan B is always more fun than Plan A. Plan Z that much more so.
We did a thieves guiild type game once but we did not try doing it with prepublished adventures.