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(2 edits) (+1)

Hey Thomas, I'm glad you asked this, as others will likely have the same question.  There's no difficulty  rating in Picaresque, so without a shared standard of plausibility, it could end up feeling like everything is equally feasible.   I think some folks will want to play in a free-wheeling style, but there are definitely tools to help things stay grounded.

For the "attack all the guards and rob a bank "situation, I think there are a few points you could interject to reel in implausible or off-concept actions:

  • When a player sets a scene, it needs to be from one of the known locations relevant to your situation.   In the scenario in the book, Against the Duke , there's a list to choose from.  Other scenarios might come up in play, but scenes aren't about going anywhere and doing anything: you choose your location and the obstace to your ambition you intend to address.  It might be worth directing players to the scene creation rules on page 3.
  • When the player sets the scene, be sure they are explicit about how the scene addresses an obstacle  to their ambitions.  In  Against the Duke , there's a private ambition for one of the picaros to get their family lands back.  Bank robbing isn't a wise approach to this, as land-purchases are a matter of public record and process.  Most of the other ambitions have nothing to do with money.  I try to frame this positively, not "you're not allowed to do that" but: "how does this further your picaro's ambitions?".  Keeping the game focused on the ambitions makes the plot more coherent (you're driving towards something) and the makes the picaros easier to root for: dastards or no, at least they have an ethos.
  • In a scene, the GM should feel free to rewind if a likely obstacle was skipped over, or your need more detail to make sense of a situation.  If a player says "I fight my way to the bank vault!"  You can rewind, give a description of the bank itself (giving some sense of reality to the scene), and then ask questions: "Do you enter through the iron-banded front doors, do you hope to scale the stone buttress to the windows above, or do you try to find another way in?"  Then if they waltz right up to the front door, you can describe how the first of many guards bars their path and demands they remove their swords.  This scales down the effects of one roll to a single stand-off (rather than abstracting a whole conflict into a roll).  This is maybe the biggest factor in  Picaresquese's difficulty: more detailed challenges mean more discreet things the picaros must overcome: therefore they roll more and face greater opportunities for consequences.  To be clear,  I don't suggest that you keep fabricating obstacles until the picaros fail; just try to think through the situation and match the level of verisimilitude that feels right to you.  Even better if you have a player with a nose for b.s., who will call out when something is too light on consequence.
  • In a scene, the spotlight should be on the player who set the scene.  As it says on page 3, they can roll as many times as they please, but each supporting player may only roll once.  This helps keep scenes tight, so they take a few minutes rather than spanning an entire session of play.  The other players can still be involvedd by adding Interference dice (maybe risking an injury to help the acting player in a fight, passing them a die) but the acting player can only push so far until they  need to bow out (injury and shame make success much more difficult).
  • The odds of a roll aren't quite 50/50.  Given that every roll includes an action (what they hope to achieve) and a peril (what they risk), there's a 1/4 chance that an unmodified roll succeeds without consequence.  If the consequences are commensurate with the challenge, then picaros can only push through so many risky actions before problems catch up with them.
  • Attacking someone isn't necessarily a roll.  The rules for crossing swords (page 3) are that both characters trade injury for injury.  If a picaro attacks a guard, they wound the guard enough to remove them from the fight, but mark an injury themselves.  If they attack another guard in this state, they injure them but die.  These are harsh rules for fighting, because Picaresque is intentionally not a game about aimless violence.  To make a roll, they need to have a goal other than inflicting harm (disarming, getting past, demanding surrender, etc).
  • Consequences can happen outside of a roll.  If the picaros rob a bank, then the controlling family (maybe the Carambolos in Against the Duke) willl spare no expense to hunt them down.  If they murder the guard of a well-respected  bank, then they are outlaws: they lose all rights and protections in the city and might never be given an audience in respectable circles again. (Of course killing a rival in a duel or killling an assassin in self-defense is a completely different matter).
  • When its the GM's turn to make a scene, bring back their actions to haunt them.  Maybe the bank's owners send a skilled assassin, maybe a mob has come looking to hang the picaros, to set an example against outlawry in the city walls (when it should be the peasants' problem).

Hopefully this lengthy response is useful.  In sum, to get the tone you want: insist on purposeful scenes, slow down the action to get details and determine goals, and follow up with logical consequences (no matter how tough).