Overall feedback is always nice, but more importantly, does the setting feel forced onto the story, or would there be a better setting to go to.
First of all, I greatly enjoyed reading that. Nicely done!
Secondly, I should mention that I'm chock full of anti-cough related products and operating on a low amount of sleep; if I say something that isn't coherent, my apologies.
Thirdly, I really like the idea of the setting. That said, you might go into further detail about various setting related items. For instance, what specifically does the tinkerer do and what kind of specific guns were the guards using (i.e. how Steampunk is this?)? Similarly, what kind of architecture is the church and town in comparison (High Renaissance or early 15th century or maybe an older style that's somewhat out of place with the new for suspicious creepiness?)? Blending Steampunk and Renaissance can work well but the locations in the story seem somewhat generic; there's nothing to suggest a "gap" because a lot of the action takes place in very time independent locations (inside a dark church, etc.). It feels like, despite your intent on the Renaissance, you could potentially transplant the story all over history with the only requirement being after the advent of gunpowder and it would work well. There's nothing wrong with that, per se, but I feel like it needs something to make it unique to the Renaissance period itself.
Where I'm a bit lost, however, is the main character. In my opinion, you need to answer the question of why a thief would do what he or she did; that is, change from their life of crime to seeking redemption after a single event. A true criminal would just run away and save themselves, why does this one choose to stay and fight?