Finnigan's magic lockpicks are unbreakable (so no need to carry heavy stacks of regular ones) and while in your inventory give you a +20 agility bonus.
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I ended up with a dozen or 2 keys before hitting the gong to start the blessing ceremony (at which point I dropped them). There are a couple duplicate keys in the game, and sometimes you can lockpick a door or chest before finding the associated key.