D&D is not really built like Skyrim... I don't think it makes sense to grant XP for each and every skill use. Skyrim and use-based experience systems do this because you level up the individual skill or ability. You use pickpocket 30 times, you become better at pickpocket. But D&D isn't designed that way -- its design is much coarser. You don't get experience every time you swing your sword... you get experience at the end of an encounter, for all the things you bested in that encounter, summed across all creatures and divided by the # of players in the party. If the wizard didn't cast spells that encounter, he still gets experience toward leveling in his spellcasting class. If the rogue didn't pick any pockets that encounter, he still gets experience toward leveling up in his thiefly class. Upon leveling, even if the Wizard never cast a spell once this level for some reason, the wizard still gets better at spell casting -- because D&D is designed with this coarser advancement model.

@Lyxen

At the end of the day we agree.  Milestone leveling isn't compatible with awarding XP for a typical non-combat event.

All the rest of it is a discussion of the Whys and Hows is shared in case someone wants to think further on the topic because they disagree with milestone leveling isn't the best way.  I hope we agree that discussing the idea isn't forbidden.  I was asked a specific question, twice, to clarify (justify) my opinion that 50 XP would be more appropriate than 10 XP.  I provided a straight forward explanation; no judgement or anything.

I just wanted to share some things to think about if they wished to ponder the topic further.

@BioWizard & Lyxen

I agree D&D is not Skyrim.  And I agree with Lyxen that unless we could get a computer to do the "work" for us, a system of rewarding an ability like Picking Pockets would not improve the game.  D&D only has XP, not fifteen skills (?) like Skyrim.

Right -- the whole reason D&D does this coarser-grained leveling is because D&D has abstracted the entire learning/growing-powerful process to make it easier to handle with pencils and paper. Although it might be possible to get a computer program to track this all for us and have the VTT award tiny amounts of XP each time a character makes a skill check within the interface, that is not really what D&D is trying to do. All of the D&D mechanics are abstractions that allow you to assign some numbers to the RP, but otherwise, expect you to RP about these things and make up stories about them. Miniscule tracking of each skill use would run counter to the goal of the entire system.

This thread is exactly why I like milestone leveling for the group.  It prevents the players finding things to do to earn experience, and instead lets them play their characters as they would and rewards progress.  

In the OP's question about awarding experience comes back the question of; why is the rogue doing the pickpocket?  If its furthering the goals of the group then it is working towards milestone leveling, if it were in place.  If the rogue is strictly doing the action because they believe they will earn experience or because they think its something cool their character would do; I'd advise against awarding experience in that instance, lest the players be trained to forego focus on the adventure at hand when you can be rewarding for putting your efforts in another direction.

My players don't pester me about levels or exp. However, if some of them found out I was handing out exp like candy for picking pockets, they would try it on every passing NPC. Which is why I do NOT do that.

I look over the entire session and reward them afterwords an amount I think they have earned as a party. You always have to keep in mind that not all players participate the same way.