Oxidization (or rust) is going to be a natural process, as long as the locks are not kept in a damp environment it should not be a major problem and over time will develop into a deep brown patina.
If you wish to prevent this the best method is going to be a light oiling of the metal, simply apply a little thin oil to a cloth and wipe the surface down. The surface of the iron is likely to be slightly absorbent but take care not to use too much oil or it will make the locks unpleasant to handle.
