It is done elsewhere -- for example I've been on a Chiltern service from Birmington to London where multiple carriages at the rear of the train were locked out, the train stopping with the relevant carriages off platforms. In this case the doors concerned were individually locked, and through access also being prevented. I forget whether this was on a 165 or 168. The service would presumably have been DOO inwards of Banbury.
So in theory it *could* be done, but as you say it introduces risks, and I don't think it's been done before on GN. It wouldn't be viable on a down service due to time pressure.
I presume it's physically possible to lock individual doors on a 365 with a T-key? There is the advantage of not having to worry about the connection between units.