There is no magic allowed in the castle, so you do need to bring chests to the cellar to Lockpick. Some people left them on the castle wall (to be grabbed later with telekinesis), or tossed them out the front gate.
Now that I think about it, I may also have run into a locked cabinet. It was in one of the rooms on the western side of the castle, IIRC; I kept exploring thinking I would eventually find the key, but I don't think I ever did.
