I think I found something that's quite easy to do, and it seems to work. Take out your glovebox, and remove the lock and handle mechanism. Take a look at the back, and you will see this:

This is the latching mechanism, in the closed and unlocked position.

Bend the tab (circled in red) outwards, so that it can clear the ridge (circled in green) when the handle is being pulled outward.

Now, you can lock the glovebox....

Pull the handle to the open position while the glovebox is locked...

...and unlock while the handle is being held open, which allows the locking level to slide UNDER the opening pin, helping to hold it in the closed position.

Here's another look at box in the previously unattainable unlocked-open position.