We don't want to lock them in the kitchen at night (where their door is), or
lock them outside, but we might have to..

I know you probably don't want to hear this, but I'll say it anyway. As long
as you let them outside, in their wild state (some prefer this) they will
continue to do this. One day, one of them won't bring you anything, because a
bigger animal will bring him/her home to their brood as a gift.