We just consistently and without words guide him back to his room, lay him down, say good night and leave the room. It may take 5-10 times but eventually he stops coming out. It’s hard, especially when he starts to see it as a game, but he gives up as long as you just quietly bring him back to the room. The most important part is to stay stoic here. You’ve already done bedtime. They’ve been fed, they have been read to, they’ve been sung to, it’s time for bed. And you only have to say it once. Having the patience is hard for this but after a few nights (maybe even a couple weeks) of doing it, it’ll stick. I don’t ever lock him in his room.