First off: Since the gypsies are coming to town, that means public performances, which (based off my research of Renaissance entertainment venues, I basically majored in Shakespeare in college...yeah yeah, pin a rose on my nose, whatever...) means a high increase in theft, pick-pocketing and angered puritans/religious types. We already have thieves in town (silly mirrormen) who could easily redirect/morph/scapegoat the thievery to the gypsies. Thus, tension and fear of theft and public demands to discover who the real thieves are.
Unless those players wouldn't be interested in that, then...let's see, second idea: