I chock, then disconnect, then install the X-chocks.
No matter what you may do relative to the tires and wheels, you are still at the mercy of the suspension, which you can't "lock." The only thing you can do to deal with that is using stabilizers or jacks directly on the frame. That typically involves a larger expense and additional work to set up and take down.
So do whichever works best for you.
1988 Coleman Sequoia - popup (1987-2007)
2012 Roo19 - hybid (2012-2015)
2016 Mini Lite 2503S - tt (2015 - ???)
2011 Traverse LT, 3.6L, FWD
2009 Silverado Ext Cab, 5.3L, 4x4, 3.73
2016 Silverado 2500HD Dbl Cab, 6.0L 4x4, 4.10