While the Faerie Rogue creature type doesn't have quite enough relevant cards to make many different decks, you can move the focus of the deck around a bit; for example, you could play more Spellstutter Sprite for a tempo focus, or cut them altogether for an aggro focus. In this section, I'll give you my recommendations for tweaking the deck one way or the other.
Here I'll list the changes for you to make at your own discretion. Scroll to the bottom if you would like to see some of the budgeted lists I cooked up myself. Prices are in gold! (last updated 9/21/21)
More Aggro, More Rogues
-4 Scion of Oona, +4 Faerie Vandal
-2 Pestermite, -1 Thieves' Fortune, -1 Spellstutter Sprite; +4 Latchkey Faerie
-2 Brazen Borrower, +2 Morsel Theft
-1 Oona's Prowler, +1 Peppersmoke
This build still has access to tempo cards in Spellstutter Sprite, but cuts Scion of Oona and Pestermite in favor of more aggressive Rogues and a lower curve. Latchkey Faerie, Morsel Theft, and Peppersmoke are added to supplement Faerie Vandal's triggered ability.
(-$75 when compared to original list)
More Tempo, More Faeries
-4 Oona's Blackguard OR Stinkdrinker Bandit; +1 Spellstutter Sprite, +1-2 Mana Leak, +1-2 Faerie Duelist, +1-2 Quickling
-2 Nightshade Stinger, +2 Quickling
-0-2 Pestermite, +0-2 Brazen Borrower
-1 Oona's Prowler, +1 Island
To be honest, the stock list is already leaning towards the tempo side of things, so there's not all that much to change without cutting the Rogue part altogether.
(-$6 or +$40 depending on # of Brazen Borrower)
More Tempo, More Rogues
-4 Scion of Oona; +4 Soaring Thought-Thief
-4 Nightshade Stinger, +4 Thieves' Guild Enforcer
-4 Faerie Miscreant, +4 Mana Leak
-4 Changeling Outcast, +4 Drown in the Loch
-3 Spellstutter Sprite, +3 Merfolk Windrobber
This version of the deck cuts pretty much all the Faerie cards for counterspells and the Rogue lord from Zendikar Rising, Soaring Thought-Thief. Here's a $20 build: $20 Tempo Rogues
(-$50)
No Faeries, Just Rogues! (not actually. we're still playing faeries here.)
-4 Nightshade Stinger, -2 Spellstutter Sprite; +4 Faerie Vandal, +2 Vampire Cutthroat
-4 Scion of Oona, +4 Latchkey Faerie
-2 Pestermite, +2 Oona's Prowler
-2 Thieves' Fortune, -1 Spellstutter Sprite; +1-3 Earwig Squad, +0-2 Brazen Borrower
(opt. -2 Vapor Snag, +2 Morsel Theft)
Rather than tribal synergy or tempo, this build focuses on pooping out creatures with a higher than average power:cmc ratio (like a Stompy deck, in a sense). Note that this doesn't completely cut Faeries out of the equation, because then it would just be Rogue tribal, so Spellstutter Sprite can be moved to the sideboard as a tech card.
(-$45 or +$36 depending on # of Brazen Borrower bought)
No Spells, Just Faerie Rogues!!!
-4 Vapor Snag, +4 Faerie Vandal
-2 Thieves' Fortune, -2 Peppersmoke, -1 Pestermite; +4 Latchkey Faerie, +1 Spellstutter Sprite
-1 Pestermite, -1 Oona's Prowler; +2 Brazen Borrower or Earwig Squad
Basically cut all the noncreature spells to play creatures. I can't speak for the competitivity of this one (removal is pretty important in Modern) but if you want to play literally every good Faerie Rogue this is a good way to do so.
(pretty much same price unless buying more Brazen Borrower)
ULTRA BUDGET
Scion of Oona --> Latchkey Faerie
Brazen Borrower --> Pestermite or Earwig Squad
Oona's Prowler --> Quickling or Faerie Duelist
This replaces some of the more expensive cards with less expensive cards (wow). The first alternate build is also very budget friendly.
Here's a Rogue deck with a BAD Goblin twist!
And some $15 Budget decks: