[Rosario]

For my home (I'm not certain this works for all homes. That would require more testing), you need to go to your house sign and select "Change House Locks." This will give you a golden key that will act as a house key. You can double click this key and target a door to lock it. This keeps people from coming in through that door, but not going out. This also keeps Razor from kicking through the door when it's locked.

Currently, you can't single click the door to set it's access level though. If you want to allow others in, you have to talk to a tinker to have a duplicate key made from an iron key for them.