Instead of preventing save scumming, just limit pick pocket to things that actually is in a persons pocket.
This would make too much sense. :P Rather than prevent people from save scumming in their single player game, they should just make things a bit more realistic. Like you said, pockets should contain only things that would fit in them. Merchants should have a chest that they would be paying close attention to, this would contain the gold from transactions and the items for sale. Still possible to steal from them but would take a bit more creativity. Save scumming would be possible for those that prefer it and the rest of us can simply not do it.
