After you complete the Arena and you are Grand Champion, go outside the Arena, and the Adoring Fan will want to follow you.
Tell him to follow you on your adventures.
After he is following you, take him out into a wooded area where there is no people around.
Then click sneak button and click A to pickpocket him.
When you are in his inventory, press B to get out.
Repeat over and over until your sneak skill increases.
If you get fast at this, then you can get 100 sneak skill in less than 45 minutes.