https://forum.xda-developers.com/t/guide-relocking-bootloader-on-custom-roms.3927450/
Tl,dr: Yes it is, but your ROM and recovery must be signed.
I tried these commands before, and I encountered red flashes and my phone was unusable. I went back to original ROM.
No. While it is in theory possible if you sign the image, it's not worth the risk. If you relock the bootloader on a Xiaomi device and the image isn't signed (and it most likely wont be) the phone is done for. Relocking gives basically no advantages that can't be fixed through a root module.
One exception I have seen so far are the UBS banking apps - even with tools like LSposed, HideMyApplist, and Shamiko, the UBS apps still refuse to run. Other banking apps / other apps I use don't have this stubbornness.
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