I tried this challenge myself a few weeks ago. It was fun during the boss fight's, but a little tedious while getting there.

If your playing the GBA version, you should have no problem successfully fleeing from battle, even without a Thief. The hardest part of it is without doubt the fight's with Lich, especially the second one (you'll only get through this if he dosen't use Flare, otherwise you've got no chance). The second battle with Kraken can be quite difficult too. On the battles you can't avoid there's only two that I can remember, Vampire and Evil Eye. You can also pick up most of the treasure in the game, just open the chests from the side or behind to avoid the battles.

Are you doing this challenge by keeping all the party alive after battle, or just whoever's left?
Keeping them all alive will definitly add to the challenge.

Good luck with it. ;)