Understanding how to pronounce the “er” at end of words
First off, Forvo actually has a recording of 小偷儿 that you can go and listen to.

There are two kinds of erhua that you'll come across. One I like to call an integrated erhua, in the South this is the only kind of erhua you will find; so taking 偷儿 for instance it would become something like tēr ([t‘ər] or more accurately [t‘ɚ]). In southern areas the erhua always becomes an integrated ɚ.

In the North, though, you'll often hear what I like to call an affixed erhua. Again, taking 偷儿 for instance MSM pinyin matches it quite well: tou'r ([t‘ou̯˞]). Like a little r plopped on right at the end hanging out in the depths of your throat. You'll hear words like 牛儿、瓶儿、空儿 that sound like the erhua is just trailing there on the end.

I find the southern pronunciations much easier to learn for foreigners but there's something enchanting about that Northern trailing "er".