Mike’s campaign plan and Roger’s comments about the ecosystem of bumpkin-predators reminds me of scammers in New York. When you tramped down the gangplank with suitcases, fresh from Ireland/Germany/Poland/etc., you’d soon run into some friendly types from the old country who would greet you in Irish/German/Polish/etc., extol the virtues of the homeland, explain how they waited here to help out fellow emigrants (perhaps as part of a charity, or a religious organisation) and regale you with useful information, help you carry those heavy suitcases, and escort you to some affordable and convenient accommodation run by a delightful landlady they knew well. You would shortly find your charming compatriots had absconded en route with your suitcases and the contents of your pockets, and you were lost, and if you ever met a landlady she charged you five times the going rate.
This potentially works as a small adventure. The PCs might not immediately be able to seek revenge, but once they picked up more knowledge of the city they might be able to track down their robbers and exact vengeance. They could even try to set up an actual charitable system to help out fellow bumpkins!
Similarly, one thing urban scammers do well is the composite scam, the web of deceit. You lure the soldiers into a friendly game of Smack My Uncle, the luck unaccountably turns against them and they’re in debt, but if they suspect cheating they’ll find Smack My Uncle is banned and going to the guard will only make matters worse. Well, you could always work off the debt by doing us a small favour… (entirely possible the friendly local they regale with their misfortune, who tells them that the game is banned, is just another one of the scammers)
Similarly, Mike’s idea of having people insert plausible-sounding costs that bumpkins won’t know about is very believable. Of course you need the Capital Uniform, not the regular one! Don’t forget etiquette tutors happy to make sure you won’t humiliate yourself in front of everyone.
“Did you pay the Codpiece Tax? Don’t worry, there’s an office nearby where you can sort out the paperwork for just a small fee, as long as you have your certified copy of your military papers… oh, well, I know a very affordable notary who can do that, over in the Eagle District, just show them your District Pass… oh, well, you should have requested one at the gate, but you can get them under the table from this chap by the bridge… Oh hello ‘officer’! Buying illicit district passes? Oh no sir, if you examine this purse I think you’ll find we weren’t doing anything of the sort…” etc. etc. chiz chiz. until all money is gone.
As for passing letters to a contact in the city, if communications aren’t great, I could see this being a frequent request once their comrades know about the trip. “Please, take this to my cousin… If you could just pass this petition to a senator on behalf of my great-uncle… There’s this girl I used to know, give her this trinket… Make an offering at the big temple for me…” There might be requests to carry money to relatives (or to pay off debts, pay for sacrifices) which adds another layer of risk and complexity - what happens if that money gets stolen?
In addition to the inspiration you mention, I’d also consider the Thraxas series (which has lots of urban squalor and scheming), and I have the feeling Geoffrey Trease’s Word to Caesar might be relevant.