After crossing the Moonflow on the Shoopuf, continue on and you will have Rikku join your party. Since this is a tedious task, I suggest starting the grind as soon as you acquire your new thief. She starts off with Steal ability already, as I am sure you all remember from the early hours of the game. For each individual enemy, your first Steal has a 100% chance of success, with each subsequent attempt being reduced by half. i.e. Second attempt has 50%, third 25%. and so on. You will be fighting an immense amount of enemies on your journey so going for the one 100% attempt only on each individual enemy is advised. Once you level Rikku up a bit, you will learn the ability Mug, which Steals and attacks at the same time. This does count towards the achievement! If you fight most battles and steal as often as possible, you should net this achievement around the Calm Lands or Mt Gagazet, which is pretty far in the game hence why I suggest start this grind as soon as possible because there are many more grinds to conquer if you wish to 1k this game. Good luck!
*Mug does count towards the achievement*