Hi @jsparknz, I personally have not re-locked the bootloader yet, as I am still having issues with the OTA upgrades (see this post: OnePlus 6 (enchilada): over-the-air (OTA) upgrade not working for me - #7 by OnePlus6user). By the way, does OTA work correctly for you? Would be great if you can comment in the above topic.
Locking the bootloader is something I however would like to do in the future: it would be great if you could try it out and document the necessary steps in detail.
Please keep in mind the operation will require erasing all your data, so make the necessary backups beforehand and be ready to restore.
Maybe you already knew, but here are the places I would suggest to start from for trying the operation:
Let me know how it goes!