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The better way is to relock via fastboot. Boot into fastboot using adb and type in "fastboot oem lock" without the quotes.
For MiFlash tool, reflash the rom using it and select "clean all & lock" option before flashing the rom.
I just use adb command it's more easy I you know what you do. So I do little reading all work fine
But still this mathud wipe all data
I read at some place and watch YouTube
That if you run adb you can relock without loosing any data, and it's not true.. Myb with pocophone
Its not working... And other davices it's do.