I'm hard-pressed to think of a time when The Doctor aimed directly for the bank-heist genre of entertainment. I mean, he's definitely tackled breaking into all sorts of places before, and there are a few audios like "The Selachian Gambit" and "Grand Theft Cosmos" that sort of have that vibe, but "Time Heist" is pure The Italian Job mixed with just a hint of the Saw films.
For the most part, it's a genre that fits Peter Capaldi's Doctor very well. He's part spymaster, part rogue, and really embodies the outsider element we've been promised. Tennant could pull that off sometimes, but Capaldi sells it naturally. As he himself states, being instantly and automatically put in charge is his superpower.
This go-round he's leading a team into the most well-guarded bank in the universe. Problem is, neither he nor the rest of his companions remembers why they're doing it in the first place. All they know is that they were sent by a mysterious mastermind who has helpfully left items and clues along the way into the vaults.