I am responsible to create all of the course associations from our Blue Prints. I don't see a way to "Lock ALL of the Modules" in one fail swoop. It would be a huge time saver for myself and probably many others who have this same type of job.
* When associating a blueprint to a new course - there is already a "Publish upon association" checkbox. Adding a second checkbox called "Lock all Modules upon association" should do the trick.