Just in case anyone else is going to be petitioned for on a K1 Visa, this is what I've learned from the Consulate that handles K1s for my side of Canada.
My question to them was are 3 years of tax returns mandatory for approval without a co-sponsor or would a co-sponsor be a requirement in that situation. It would appear as long as you are healthy and able to work it's possible to be approved without the assistance of others.
Obviously having a convict as the petitioner means they probably WOULD ask for substantiating documentation. However, I have read posts from several people that were able to "self sponsor" by having enough savings to prove that they could live in the US until a greencard could be obtained. So it seems as though it's not completely cut and dry or hopeless without a co-sponsor (as long as you are not totally destitute in your own country).
In the event anyone feels further details of the K1 process would be of assistance to them, I can keep the forum apprised of how things go.
Evidence of support:
A K visa applicant and any accompanying children must meet the public charge requirement of INA 212(a)(4) (8 U.S.C. 1182) like any other visa applicant. Evidence of support is usually requested by the consular officer. There is, however, no absolute requirement that an affidavit of support or other public charge documentation be presented. It is only necessary that the consular officer be able to conclude that the alien is not likely to become a public charge. It would not be unusual, therefore, for a healthy alien of working age, applying alone, to be able to establish eligibility during the visa interview without the need for substantiating documentation.
U.S. Consulate General
This is a link to the public charge requirement noted.
8 U.S. Code Â§ 1182 - Inadmissible aliens | LII / Legal Information Institute
If anyone on here has entered the US on a K1 with a convict as the petitioner, please feel free to share your story/tips/etc.