TSA screens every passenger's baggage before it is placed on an airplane. While our technology allows us to electronically screen bags, there are times when we need to physically inspect a piece of luggage. TSA has worked with several companies to develop locks that can be opened by security officers using universal "master" keys so that the locks may not have to be cut. These locks are available at airports and travel stores nationwide. The packaging on the locks indicates whether they can be opened by TSA.
Checked baggage is luggage you check in at the ticket counter or curbside. It will not be accessible during your flight. When locking your checked bags, please use a TSA Accepted & Recognized Lock. TSA is mandated by Federal law to screen 100% of checked baggage. If your baggage alarms, unrecognized locks may have to be broken to access your bags. TSA will not reimburse passengers for unrecognized locks broken as a result of the security screening process.
To lock...or not. In some cases screeners will have to open your baggage as part of the screening process. If your bag is unlocked TSA will simply open and screen the contents. However, if you decide to lock your checked bag and TSA cannot open it through other means, then the locks may have to be broken. TSA is not liable for damage caused to locked bags that must be opened for security purposes.
TSA suggests that you help prevent the need to break your locks by using a TSA-recognized locking mechanism. These "special" locks can be opened by TSA using tools provided to us by participating industry members and can be purchased at multiple retail outlets.
I found NOTHING stating that you are required to use a TSA lock, only that it is strongly recommended.
Moreover, while TSA certainly regrets that occasionally checked baggage and locks are damaged by secondary screening, TSA is not responsible for certain damage caused by secondary screening. Should checked baggage generate an alarm for the presence of explosives during the screening process, TSA must resolve the alarm for the safety and security of the aircraft and its passengers. Access to the interior of the bag is often required to resolve the alarm, even if it must be forced. In the event that access to a bag must be forced, TSA will not be responsible for broken locks or unavoidable damage in opening a locked bag. Passengers can avoid this type of possible damage by either not locking their bags or using a TSA recognized lock that can be opened by TSA without damage.
Locking a Checked bag with a firearm with a non TSA lock, since it has already been screened [with you present] and tagged with their special fru-fru sticker, there should not be any problems down the line short of your baggage tag becoming separated from your luggage.