This example works best on a lock that is at least medium or hard. Very easy always does this so it's not a good one for an example.

Get into the screen with the tumblers that you get when you attempt to pick a lock.

Turn the volume up a little on your system. Press up to poke the tumbler. Do it a few times and you'll hear there are two different tumbler sounds: one click or two clicks.

When you hear two clicks you can always jam that tumbler. If you hear one click, it will break your lockpick. Breaking lock picks does improve security, (same as how eating ingredients improves alchemy) but follow this rule and you should be fine carrying like 10 picks tops for the whole game.

Of course once you have Nocturnal's Skeleton Key you don't need any picks at all but you can always sell the extra picks for cash.