Thieves select parcels, all with no middle and nothing in (11)

I believe the answer is:

pickpockets

I'm a little stuck... Click here to teach me more about this clue!

'thieves' is the definition.
(pickpocket is a kind of thief)

'select parcels all with no middle and nothing in' is the wordplay.
I cannot quite see how this works, but
'select' could be 'pick' (picking is a kind of selecting) and 'pick' is found within the answer.
'no' could be 'o' (resembles 0 - 'no' can mean 'zero') and 'o' is present in the answer.
This may be the basis of clue (or it may be nonsense).

Can you help me to learn more?

I've seen this clue in The Telegraph.

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