You need Pickpocket level 1 to get the necklace.
If you move the grail closer to the door a few times no one will bat an eye until you pick it up and step out; you can return later when you are stronger. Alternatively, you can grab the grail and run to the back of the room. Only 2 or 3 should be able to keep up to you; then you can slowly move forward again to take them out a couple at a time.
