Piercing damage does not work great against skeletons. Try a blackjack.
The last time I checked, Blackjacks are 3 AP and can't backstab.
Dmnqwk - I find that the lower damage doesn't matter quite as much as you think. The key to success with the Rogues is that once they are in position, they can perform many more attacks than someone with a larger weapon. If the Rogue's weapon is up-to-date, that can be extremely effective, even more so than with a 2H sword. The trick is to get them to spend as little AP as possible moving and as much as possible backstabbing.
Higher Movement increases the amount of distance you can move per point of AP. It increases with points into Speed, so I find that Rogues should keep a good balance between Speed and Dexterity.
Fast Track hastes the Rogue, increasing their movement for a few turns. At level 10, Rogues can learn Cloak and Dagger to teleport themselves (or they can get a point into the Ranger skill tree and pick up Tactical Retreat for the same effect). Possibly creative uses of the Teleport Pyramids could work as well.
It can also be possible in some cases to split the Rogue off from the group, have the group engage, and have the Rogue use Sneak to slip behind the enemy lines in real-time while the enemy is frozen, then get into position to attack without having to spend AP to move into position.