re: Former roommate - stole and left - anything we can do?

It is not going to be worth the cost to pursue him legally.

You can call the small claims court in Oxford and see what it will cost you to sue him and to serve papers. You can do that without a lawyer. Trouble will be convincing the judge the terms of the lease. Do you have it on a computer unsigned even?

Probably best to mark him down as a low life POS and get another room mate. Collect a big deposit up front.