Lock picking is ok as it is but always could improve. The biggest improvement would be the introduction of alternative locks

Combination locks- the ones on high school lockers, a sound and feel game, you turn the wheel till you get the right spot, accompanied by a click. Hard difficulty would make the right spot smaller.

Double-wafer- like normal but has a second row of pins, common on smaller desk locks. Requires the use of a second pick to get both rows lock in. Smaller right spot with higher difficulty.

Auto locker- a security measure made to prevent forceful entry. Could be applied to give the play a set number of chances to crack the safe before it lock ups for good.

Any other ideas? These are all real locks, not all middle ages period accurate but TES is not in line with are ages of advancement, so I figured it would be ok.

In my opinion they should bring back the open lock line of spells, and add in locks that can only be opened with magic, and locks that can only be opened by lockpicks, and locks that can be opened by either.