In both cases, the adjective refers to burglars!

• 02.047 A really first-class
• 06.014 If they had still doubted that he was really a first-class burglar,

In OED, both hyphenated and spaced are found in the examples.

“first class, n., adj., and adv.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/70612. Accessed 13 September 2017.