I quite enjoy the idea of a Dwarven Rogue or Dwarven Warlock, maybe even multiclassed Rogue/Warlock.
I'd want to have him an expert in mechanics, clockworks, engineering etc. and if possible, using a gun. A matchlock handgun is perfect. If not, a crossbow will do but it just feels less perfect for the vision in my head. Generally, I find most GMs will allow a gun as flavour and just have it use the stats of a crossbow.
Give them a focus on using thieves tools and a massive intelligence for skill points, works really well I find. Now with 5e this concept is even easier. You can just go straight Rogue and take Arcane Trickster, or my favourite way (without multiclassing) is to go straight Warlock and pay gold during play to gain extra proficiencies in thieves tools and the like, probably taking the Great Old One patron and the Tome, which would make for a rather flavoursome character I think.
If I was going to play this concept now, I'd go Rogue 2/Warlock X, and roleplay making the pact during gameplay and then switch to Warlock at third level, staying Warlock from that point on.