Say a rogue player simply decides to wait for nightfall and pick every lock he can find in each place he goes. Sure, some of them probably are the same, but the bottom line is you potentially have a player derailing the game to do something that is defensible as in-character and yet is metagaming and is really a problem.
Ultimately, instead of simply giving advancement for skill use, I think you'd have to give XP for meaningful or challenging skill use, but that has to be operationally defined for each skill, at which point there's just too much text devoted to this idea. I just think it's too hard to implement skill training by skill use or the like, which is why people are struggling to name PnP rpg examples.
Yes I had this scenario in mind already, but it could be handled exactly like you say: the challenge has to be meaningful.
I don't know yet the solution, otherwise I would not have needed to start this thread!

But I do have something on my mind...
For instance, the system could be so that "easy" tasks would never increase your skill, thus making it pointless to spend time with them, unless you're actually interested in the outcome of using the skill i.e. you want the lock open because you need to get past the door / get the object in the box. Impossible tasks also would not improve your skill, so you would need to find "hard" tasks for the purpose of raising your score.
Just as a mental exercise... There might be a few categories of tasks, for example:
- "Trivial" tasks, automatically succeed without a roll, no chance of skill improvement
- "Easy" tasks, there's a chance of failure/success, but no chance of skill improvement
- "Hard" tasks, there's a change of failure/success, and a chance of skill improvement
- "Improssible" tasks, automatically fail without a roll, no chance of skill improvement
There can be a simple formula to determine which category does a task fall into, depending on your skill bonus and the task absolute DC. For example:
skill bonus > DC-2 : Trivial (in fact you succeed on a roll of 1)
DC-15 < skill bonus <= DC-2 : Easy (success rates varies from 35% to 95%)
DC-20 <= skill bonus <= DC-15 : Hard (you succeed on a roll of 15+, 30% or smaller chance)
skill bonus < DC-20 : Impossible (in fact you fail on a roll of 20)
As a first attempt, you may rule that the chance of improvement is identical to the chance of success (but is there in the first place only for "Hard" tasks).
This example should make it a waste of time to go around picking every lock in town or climbing every tree, unless you find one that is really challenging. If it's not enough, you can also declare that a similar lock or tree won't grant you the improvement twice (so even if you're in a forest with hard trees or a city with tough locks, you won't improve more than +1).
Or as an alternative, you can narrow the "window" for Hard tasks, e.g. make it so that it
has to be a task with DC = skill bonus + 20, i.e. you succeed only on a roll of 20. This means, if you succeed then your skill bonus improves by 1, but immediately the same task ceases to be Hard for this purpose!
In Burning Wheel you don't test unless there's some penalty for failure.
And that's also something I had in mind. It's a good idea, but won't work for
every skill, because skills such as Knowledge, Profession and more, just don't have penalties for failure except in a broad sense.