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.
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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