We know, from personal experience, that there are teams of pick pockets operating in Pantip Plaza. They can target you anywhere but one trick is to target you on the escalators with two in front and two behind.
The two in front drop something, thus distracting you, whilst the two behind accidentally bump into you when trying to get off.
The confusion is when they try to go through your back pockets.
Keep cash, cards etc in very safe place.
Don't flash cash when buying something
Be aware of those around you.
Don't get too concerned about all of this, it happens at Pantip the same as it happens elsewhere, but seeing as we have personal experience of it here, we are makind you more aware.
More info at
http://www.thebangkokshoppingguide.com/Pantip_plaza_bangkok