For me, this was an enjoyable collection of fairly-short tales that represent a few different modes of grim storytelling quite well. In particular, I'd say that fans of cosmic and gothic horror, as well as those who enjoy period pieces with intriguing doses of historical elements and context will likely find a lot to like in this collection.
Admittedly, some of the tales struck me as a bit vague or abrupt in spots, making them feel almost skeletal, as if they were fragments hinting at larger, untold stories, but even these were well-crafted and robust enough to be reasonably satisfying despite their brevity. I also appreciated the use of some recurring themes and imagery that helped to tie many of the stories together and make them feel like fitting parts of the collection as a whole while being largely self-contained.
Ultimately, I'd say it's a testament to Hall's talent that my biggest recurring complaint regarding "A Pantheon of Thieves" is that it occasionally left me wanting more.