There is no out of the box way to do this. If you have some business need to do this, please open an SR describing the business need and we'll consider it for a future release.
I'm a little concerned that giving people the ability to delete locked components may be more dangerious than valuable. But, I suppose we could check to make sure they're not referenced in any applications.
So best practice is to never lock components when creating them if you want customers to adopt your component?
To be honest, I would be a bit reluctant if I could only test a component but not having the option to decide not to use it anyway. Yes, I can disable it. But still, i'm stuck with it.