Hello! I made difficulty select both for the minotaur wrestling stage and Naka's minigame in the current release (v0.2). This will allow all players to lower the difficulty if you find the original one is too much for you.
As for the locks, these show you how far can you go in relationships with a girl in the current version of the game. Since MonGirl Sexpedition is still in development, I use these to show the players what they can do - these locks always hide something big like an H scene.
Also, the game has a tutorial about this.