I saw this info some 3 years back in ANN when I was searching for info regarding GB.
"In episode 37, Do Your Best, Natsumi! (Natsumi Ganbaru!), the Sexy Demon Gang (Big Butt Bandits) from Groove Adventure Rave (Rave Master) made a cameo appearance as jewel thieves."
http://www.animenewsnetwork.com/encyclopedia/anime.php?id=1840&page=22So I knew those thieves were related to some Anime but forgot which Anime was it. Coincidentally, I just finished watched Rave last week, and these guys show up. I went and checked ANN again to see if this was the Anime they were talking about, and it was indeed Rave Master.
They show up in 3 episodes in Rave. The first 2 were a bit boring, but the last episode.. lololol!!