My idea is to send an hypothetical lander/rover to Titan, and recover from this some samples of rocks...
To create a very efficient engine, I suppose to carry only liquid oxygen, and burn the atmospheric tholins.
Do you think it's possible?
Tholins encompass a large range of hydrocarbon compounds, could be anything from heavy oil-like substances to something more akin to plastics. So it'll burn, the question is if you can use it in an engine. Heavy oil needs a large engine, plastics aren't really usable.
There are two ways around this: either burn the tholins directly and build a steam engine (or e.g. a Stirling engine), or crack the tholins into lighter compounds and burn those. Cracking needs a much larger installation than a steam engine.