What your players need to start carrying is a [crowbar][1], 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 civilised age - and doesn't involve beating the chest to a pulp in order to get it open, more the wondrous principle of the lever to pop the lid open.

If your players are feeling more flush they could buy a [skeleton key][2]:

> 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.


  [1]: https://www.d20pfsrd.com/equipmenT/goods-and-services/tools-kits/#TOC-Crowbar
  [2]: https://www.d20pfsrd.com/equipment/goods-and-services/tools-kits/#TOC-Key-Skeleton