I think this may be The Lies of Locke Lamora by Scott Lynch
The Gentleman Bastards are masters of deception, disguise, and fine cuisine. Father Chains, their "garrista" (leader), is a priest of the Crooked Warden, the god of thieves. He buys troublesome youth Locke for his gang. Through a series of confidence tricks on the rich, they defy the Secret Peace, an unspoken agreement between the criminal underground and the Duke’s government which allows for the existence of organized crime with the understanding that the peerage and the servants of justice are off limits. After Chains' death, Locke becomes garrista of the group, consisting of Jean Tannen, an expert fighter; Calo and Galdo Sanza, jack-of-all-trades identical twins; and Bug, a young apprentice. Their wayward female associate Sabetha is mentioned, but resides elsewhere during the events of the novel.
The criminal underworld of Camorr is ruled with an iron fist by the Capa Barsavi, who collects a commission on all criminal activity under his purview. Under Locke's leadership, the Gentleman Bastards are known as a small gang of gentrified but petty thieves and pickpockets, and their dues, though regularly paid, are relatively small. Secretly, the Bastards have actually been using elaborate schemes to swindle various nobles out of large sums, and have amassed a considerable fortune; they purchase the trinkets they pass on to Barsavi as tribute, in accordance with their small-time reputation. What little is spoken of their operations is credited to the shadowy "Thorn of Camorr."
Locke pretends to be Lukas Fehrwight, a merchant from Emberlain, to con Don Lorenzo Salvara and his wife. Meanwhile, a mysterious criminal calling himself the Gray King has been killing Barsavi's most trusted garristas; fearing for his safety, Barsavi has sequestered himself in his ship-fortress, the Floating Grave. Locke finds himself face to face with the Gray King and his hired Bondsmage "The Falconer", who somehow know what the Gentleman Bastards have been up to; Locke agrees to impersonate the Gray King in an arranged meeting with Barsavi in exchange for the Gray King's silence, as well as the Bondsmage's magical protection from Barsavi's wrath during the meeting. The Gray King murders Barsavi's daughter Nazca and delivers her body to the Capa in a barrel of horse urine; Locke is forced to continue with the plan, even though he knows that now Barsavi will never negotiate.
At the meeting, Barsavi manages to circumvent a disguised Locke's magical protection, having him severely beaten and left to drown in a barrel. Jean and Bug save him, but they realize that the Gray King has double-crossed them; they return to their secret lair and find their wealth stolen and the Sanza twins brutally murdered.
It's Bug sleeping in the described position:
Jean was sitting in a chair facing the door, hatchets resting on his thigh, with his battered old volume of The Korish Romances in his hands. Bug was snoring on a sleeping pallet, sprawled in one of those utterly careless positions that give instant arthritis to all save the very young and foolish. The Sanzas were sitting against the far wall, playing a desultory hand of cards; they looked up as Locke entered.
Jean is the Strongman of the group. The mention of the twins and the group being slaughtered on their return sparked my memory of the series.