Well, it's conceivable, but I doubt I'd accomplish it. As I recall, he's in a small room, with a couple other guys, and they're all hostile, so you'd have to do it completely unseen. I'm pretty sure the stealth path is to somehow avoid them entirely (there are a couple options there), and pick the lock, but there's no way to do the latter unless your main character has the skills. It's of course possible I missed something, though. It was actually more jarring than I described, because earlier in that very quest, I needed to get a key to get through the gate to the person's house. I learned that the key could be picked off a guard elsewhere who sleeps on the job. In that case, there was an option to let my rogue companion try, but that's specifically a skill she isn't good at (which is mentioned once or twice elsewhere, too). So the only companion skill dialogue option actually scripted into the module is designed to fail.