Neeshka's stats are close to optimal for a Rogue, and her Tiefling ECL hardly matters at all. Her starting feat is Improved Initiative. As the only Rogue-class companion, Neeshka is an almost essential if the PC has no typical Rogue skills. While the Knock spell is widely available to get chests open, you will still lose part of its content if the chest is trapped and therefore destroys itself when you access it. Many dungeons have traps on floors as well. Among her bonus rogue feats, Slippery Mind is recommended to compensate for her low Will saves.