He did the scheme to steal from the store. You could argue that he only did that to get leverage over the guy who knew him from New Mexico...but it would have been far less risky to just leave Nebraska or something.

Bottom line is he hates his new life working at a cinnabon. He wanted to go back to his con ways - call with Kim escalated his recklessness. As of the last episode he was still pretending like he didn't want to be caught - even though he clearly does.