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I haven't read it and can't find a detailed synopsis, but there's one called The Lion's Den (published 1993, I think), written by Bernard Gregg and drawn by Janek Matysiak. It apparently features a "safecracker given the chance to go straight" plot, and has a character named Danny Gregg being sent to get Nazi secrets. I don't know if it's the one you're after, but it might be worth investigating if you haven't seen it.

OK, I know this isn't literature, but there's no western comics category. Remember the old Commando comics? Well, I used to have one, but I can't remember the title.
The plot was about a group of guys of differing nationalities, and they were the best jewel thieves ever. The main character was a safe cracker. Another guy was French, and the 'face' of the group. Anyway, they survive a heist by the skin of their teeth, and decide to stop, because the war (I think WWII) was about to start. The German guy (possibly named Hans) went back to Germany, the safe-cracker back to his country, and the 'face' stayed in France.
Anyway, the safe cracker is hired by the Allies to go infiltrate a German compound in I think, occupied France, and retrieve some important documents. His resistance contact turns out to be his old French buddy. And his contact inside the German forces stationed at the compound turns out to be German guy.
The safe cracker gets into the compound, and gets into the safe with the documents. There's a load of jewels there too, and German guy turns on Safe Cracker. Turns out, that was German Guy's plan from the beginning - help Safe Cracker get into the safe, so Safe Cracker takes the blame for the diamonds going missing.
Eventually, the two end up playing chicken on a bridge, and Safe Cracker dives out of his car, over the side of the bridge into the water. The German guy gets splatted, and Safe Cracker makes it back to his French buddy, and gets back home with the documents. As well as some shiny 'souvenirs' tucked away, that he uses to help fund the war.
If anyone knows which issue this was, the title, author, anything, please, let me know. I'm desperate to find it again. Even better, is if there's a pdf or something. Thanks.