I explored this place in some detail (Warning: Spoilers follow):
If you look at the map, there are four rooms along the west-hand edge. Each contains a treasure chest - three of them contain unique items, the fourth contains cash. There is nothing of value in any other room in the maze!
You can get to any of these four "reward" rooms by initially going north/south from the first room - you'll find enough "troublesome" keys to make your way west when you need to. But remember - once you decide to go west, there's no going back - if you make any deviation, you'll run out of keys.
When I reached the first "reward" room, I found I could access all the other reward rooms by lockpicking the doors (unlike the rest of the doors in the maze) - at this stage I had 7/7 lockpick, so if your lockpick is lower, you might want to plan which reward room you want in advance, just in case...
Also, make sure you save before entering the reward room. For example. one reward room gives you a unique weapon, but that weapon is totally random. My Mage initially got a bow, but I reloaded and tried again until I got something more suitable (which is still my best weapon so far). Remember - you find uniqe items in these chests, not just epic items.
