First, let’s orient to the question with some background. The picaresque tradition is an innovation in literature coming from Spain in the early 1600s. In Spanish, picaro means rogue and gives the definition to picaresque stories. These are about a roguish hero (rogue: wanderer and scoundrel who is unprincipled and deceitful) who wanders about and has adventures involving individuals from all social levels and of all types: from aristocrats to thieves and from swindlers to the just.
The picaresque in British literature was influenced by Defoe's Robinson Crusoe (1719), which was influenced by Cervantes' much earlier Don Quixote (1615). Both had roguish heroes who wandered and encountered all manner of individual and had all manner of adventure. Defoe modified the picaresque characteristics by making the hero more idealised and more chivalric, more like the knight-errant heroes of medieval courtly romance stories, which the picaresque was developed in reaction to. The last true Spanish style picaresque work is often recognized by critics to be Gil Blas written by French author Alain-René Lesage in accordance with the Spanish picaresque tradition.
The idealization introduced by Defoe--which became the basis for the heroes of the developing novel--carried in to the Victorian era. As a result, when Dickens, a Victorian writer, penned an example at the start of the Victorian era of a picaresque story, The Pickwick Papers, Pickwick wasn't a very bad scoundrel, only a comically foolish rogue. In the story, Pickwick starts out on an adventure to collect data bout life. At the first step away from the home curb, he and his two companions are attacked by angry cab drivers. This begins his picaresque story of wanderings that begin in Rochester; of adventures and encounters with questionable people; and of encounters with people of all ranks and dispositions in life. Each unfolds in an episodic structure (i.e.; occurring in episodes); each depends upon Pickwick’s quick wits--which may have been a bit slower than desirable; each reveals new levels of cunning and deceit and trickery.
Several of Dickens' novels are picaresque in nature. Great Expectations and David Copperfield feature characters of low social standing trying to make their way in a corrupt society. While neither Pip nor David is a rogue (as are many picaresque protagonists), both characters are featured in works which are episodic in nature and which profile many roguish, humorous, or adventurous characters (elements of a picaresque work).
Oscar Wilde's Picture of Dorian Gray also aptly fits the description a British picaresque novel from the Victorian era. The title character, Dorian Gray, certainly meets all the requirements of a rogue, and much of the novel is made up of a series of episodes in Gray's life.