This is in Pokemon Ruby and I'm trying to get a Twisted Spoon. I already tried to use Thief on an Abra but it didn't work because he teleported first. I don't know if it'll work when it does have a Twisted Spoon or not, but I'm going to keep on trying until I get an answer.
It is possible. You just need another Pokemon faster than it, as teleport and thief have no priority. Abra can lear thief, so If you catch one,` you just have to win the speed tie.