Hi,

* To lock the sales order after delivery, we need to inherit the 'Validate' button in the Delivery Order (stock.picking).

class StockPicking(models.Model):
    """Inherits stock.picking"""
    _inherit = 'stock.picking'

    def button_validate(self):
        """Call the function for locking the sale order
         while clicking on the validate button"""
        res = super().button_validate()
        self.sale_id.action_done()
        return res

This will result in the corresponding sales order being locked whenever the delivery is confirmed.

* For mass locking, we have to add a server action. 

1- Enable developer mode

2- Go to  Settings > Technical > Server Actions

3 - Add new server action.

       Action name: Mass Lock Sale Order

       Model: Sales Order

       Action Do: Execute Python code

       Python Code : 

                         for record in records:

                                   action = record.action_done()

Click the 'Create Contextual Action' button

4- Go to sales orders and filter all the orders that are to be locked.

     To get all delivered orders, add the following filter.

5- Select all the orders and click on the 'Mass Lock Sale Order' from the action menu.

6- You can see all the selected orders are now turned to locked state.

For more information, refer to the following

* https://www.cybrosys.com/blog/how-to-lock-confirmed-orders-in-odoo-16-sales-module

*https://youtu.be/DJ-V1ZLYcu0?si=1WdYlGnHgSgy7vmE

Hope it helps.