Closest any of my recent parties have done to a heist was rescuing an NPC from bad faith indentured servitude in a brothel. It started with the artificer and necromancer invisible and the rogue dressed in drag (I convinced the DM that I should get advantage on impersonating a woman because my character is an elf). The whole thing went pretty much as I expected. The soundtrack would have started with Yakkity Sax (aka the Benny Hill song) and ended with Disco Inferno.

The best part was about five minutes after the fireball threshold was reached, a player who had recently had to drop from the game due to a work schedule change popped into the voice call on her lunch break to see how we were doing. I said her warlock would be proud of us. “What are you burning down now?” “Another brothel!” “Oh, neat!”

I’d add the slight nuance that if they actively try to choose Benny Hill, they will inevitably get strongly attached to Derrick, their sorcerer who thinks they’re a dyslexic wizard, and collaboratively write a tragic epic to rival the works of Shakespeare and Homer.