What your players need to start carrying is a crowbar, the thieves go-to item of choice for forcing open a door or chest without smashing it to pieces like some thuggish Barbarian.
A crowbar grants a +2 circumstance bonus on Strength checks made to force open a door or chest. If used in Combat, treat a crowbar as a one-handed improvised weapon that deals bludgeoning Damage equal to that of a club of its size.
Unlike the axe, club or sword the crowbar is an elegant weapon for a more civilizedcivilised age - and doesn't involve beating the chest to a pulp in order to get it open, more the wondrous principalprinciple of the lever to pop the lid open.
If your players are feeling more flush they could buy a skeleton key:
Many door locks have a similar design and thus can be unlocked by a similar key. A skeleton key may be tried on any standard door lock that uses a key, even if you don’t have the Disable Device skill. You use the key’s Disable Device bonus of +10 rather than your own total; you cannot take 10 when using a skeleton key. The key only gets one roll for any particular lock. If the roll fails, the key is unable to open or close that lock. Inferior skeleton keys may only have a +5 bonus.
This allows anyone even a non-thief a chance to pick a lock.