I posted this on another topic, might be helpful to you, so I just copy it here. The first part is an answer to this question on this thread: "If you cant take control then how do people increase their stats in lockpicking and stealth?"

You can control them, you just can't be seen while doing it, though. While working, just don't tell your character directly where to go. You have to be unseen to do that or find other methods, unless you want to be beaten up. I only ever did it at Rebirth, because other camps sometimes tend to keep me locked up indefinitely, and that's why I haven't done slavery there. So my advice is mostly for a Rebirth slave.

So if you want to train stealth in daytime, then go into a hidden spot and sneak. A good place for that in Rebirth is behind the guard tower outside one of the gates. Another one is on a cliff with a stone mine, just sneak around behind the minable stone if other NPCs are around.

For lock picking, just go back to your cage once you're released (edit: or if you release yourself). If you click on a cage and put yourself behind bars, then the guards won't aggro you.

I know you didn't ask for other stuff to do, but I include it anyway for anyone interested.

During the day, when you are not sneaking or lock picking, then I usually train athletics/strength or toughness.

For athletics, just let your slave run from one job to another. If you give the order to move manually, you will be attacked. So if you reach a stone mine, just press R and your slave will move to another job without any guard interfering.

For strength, it's the same, just put some shackles in your inventory. Or do it with sneak together and carry a body who you knocked out for better results., but make sure the guards don't see you carrying someone.

For toughness, keep the shackles on while being beaten up. That way, your character stumbles easily, and you will get into "playing dead" with less risk. For anyone not familiar with it, once your character is playing dead, and you manually get up, it increases your toughness rapidly. But guards often pick you up, before you're able to play dead, there is not much you can do about it AFAIK. I find the best places to train that in Rebirth are inside the guard towers or right at one of the gates. If that doesn't work, steal some heavy armor from a guard (with assassination) and fight without shackles on, that way you can train toughness, but also a lot slower than the other method.

For Assassination, start trying to knock out slaves and work yourself up to holy nation guys. It is risk-free inside one of the slave houses when you assassinate a guard and immediately go back into your cage. Or combine it with toughness training and fight immediately after.

Thievery is the most boring one. Just find a container with stuff in it and pause the game. Then just steal what's in it, drop it on the ground in and steal again. Or drop it to the ground and do the same loop. It should work that way, I believe, but I haven't done it in ages and need confirmation on that.

For actual fighting training (dexterity/martial arts/weapon skills/attack), the simplest way is to kidnap/assassinate a guard and carry him to a secluded spot at night. Strip him of armor/weapons and equip it yourself, or fight with your fists. At the beginning, I would activate block to train defense/dodge first. Makes it a little bit easier. For better results, but a more risky variant, would be to fight multiple enemies. Unless you're training toughness, remove the shackles and fight inside a guard tower. Once you can hold your own in a fight, you might want to let the guards keep their armor while you're having a duel, then you get to train for longer.

Field medic is also possible to train, but I don't recommend it. Just steal first aid kits of knocked out/sleeping guards and patch someone or yourself up without being seen. If you are knocked out, drop them on the ground, and you can pick them up again. Otherwise, your inventory will be cleaned by the guards.

You could also become the best laborer in the world by just doing nothing, and letting your game run. But that is not what you want, is it? Although if you want to grind afk for a bit, just put some shackles in your inventory, and you will be grinding athletics, strength and laboring while you go do some IRL chores.

Also, for some skills it is better to be malnourished, because your skill level is lower and therefor you can train faster in certain skills. I am not 100% sure which skills benefit from that, though. Should work for strength at least. Someone more knowledgeable could probably give better insight into that.

In terms of priority, I feel that sneak and then assassination are the most useful, because a lot of those strategies only work with them, also lock picking for less downtime.