I've been thinking it would be a nice feature if you had the opportunity to break into the Imperial lockup and steal back your confiscated stolen items when a pesky guard takes them from you. it could be kind of a challenge opportunity that you have a limited time to accept upon confiscation. Or it could even be a perk in the Thieves Guild skill line. Once per day you can use it similar to the way you have Clemency as an option.