First in order to have access to Burglar on Expert you need to finish it with 2-3 star rating on normal, which requires around 20.000 - 30.000 score. Some people have reported unlocking it with 2 stars and with just over 20.000 score but aim for the higher score to make sure. For guides on finishing normal level look for a guide on "Void Star" achievement under Dunwall City Trials DLC.
On expert these statues are scattered around the 4 floors of the building.
Full credit for locations goes to Hastatus on PS3 Trophies
Tip when searching: increase the game’s brightness to max to avoid hurting your eyes, as these figurines are small and dark and blend into the darkness even when they are out in the open.
First Floor1) Backdoor entrance on the wine barrel
2) In the locker on the left side of support column next to the wine barrel; behind loot
3) On shelf of kitchen cabinet. Directly to the right of the door in the next room will be a lower shelve with some items on it. It is very hard to see due to the darkness but it is in the back right corner.
4) On one of the lower bunk beds
5) In bunk bed room locker
Second Floor6) Guestroom bed nightstand
7) Spymaster fireplace on the ground on the left side behind the cover
8) Storeroom cabinet
9) On wooden crate left of safe
Third Floor (
Empress Painting Floor)
10) Floating in space between collapsing windows
Fourth Floor11) Square pattern fireplace next to staircase, up top on a tiny ledge (stand on mounted beast head to reach)
12) On bookshelf rightmost side next to staircase banister
13) Outsider fireplace mantle; right side
14) On very top of bookshelf, on the rightmost corner (just right of the Outsider fireplace)
15) Next to rightmost sink basin in the bathroom
16) Next to master bed; on the floor to the left between bed and glass cabinet, there is small space there which the statue is resting in
Here is a video guide, thanks to MrNiresist