Can I star crossed a pickpocket to deny the owner use of pickpocket’s “when you play me” ability?

No — you can return Pickpocket with Star-Crossed, but the "when you play me" ability still resolves.

You can react to the WYPM trigger with Star-Crossed (it's a [Reaction] and Pickpocket is a legal target on the board), but once that trigger is on the Chain it exists independently of its source. Pickpocket's ability — "you may kill a gear with Energy cost no more than [1]; if you do, play a Gold gear token exhausted" — doesn't require Pickpocket to stay on the board, so the controller still gets to kill the gear and create the token after Pickpocket is back in hand (see FAQ #10936, #11567).