Grappling is not doing permanent harm. It shouldn't be difficult to grapple a rogue. Once you pin him, take his stuff. All of it. Then help the naked-but-for-underwear rogue up. "Just a little fun between friends, right? Ha ha." Give his stuff back. Make no demands and do not refer to this again. Then if the GM tells you that ANYTHING OF YOURS is missing, for any reason, you wait until the next non-dangerous situation and do it again. This time, when it is unattended, smash enough to cost him twice as much as the value he took from you. Then give him back the rest, help him up, and say "Ha ha." Make sure you do this especially if you OOC know that something of yours was stolen by someone else. The integrity of your equipment list is HIS job. Eventually he will understand.
If the GM doesn't allow you to grapple him, ask why. After all, you're not killing or hurting anyone. The answer will tell you what to do.