I would suggest to have a look at Smart View VBA than Excel Addin as Excel Addin is no longer supported.
Additionally, i would like you to have a look at Smart View Add-ins or Extension utilities. I suppose with that you can use to lock multiple sheets.
Have a look at this. I would suggest to go with Smart View than Excel Addin
You have to go with smartview option and write a VB Macro code to do "lock and send" back to the cube.Vbcode can be used to do lock & send for multiple sheets.
Refer the smartview user guide .Go to VBA Functions chapter & read the usage of vba parameters & write your vb macro code.
Sample set of Essbase macro codes are available & the solutions are @ below link ,Just go through it to get an insight about the vbmacros