This is for the gog.com version of Thief Gold and CrossOver 12.2.
!. install the gog.com version into a WinXP bottle. You may get an error at the end of the install that you can safely ignore.
2. install DirectX9 (I used the item in the run time support components)
3. install Visual C++ 2008 (again I used the item from the run time support component)
4. install TFix (I used the one linked to from the gog.com forum. You can find the link in the first msg of the thread stickied there)
This fix has the advantage of providing you with wide screen, some better textures and other fixes in addition to making Thief Gold run flawlessly on a Mac :)
5. run Thief -> enjoy :)
Just in case, I did use a virtual desktop set to 1680x1050 as I normally do because I dislike games taking over my screen.