So had Auto locking on my Mokka's and Insignia's I've owned, but couldn't see where it was setup in the Grandland X (mines and Elite Nav) looked in manual and could not find details, but found out the way to get it setup.
Press and hold the lock button below right of the main screen and then the car will bleep and say auto locks set on the little dash screen. and that's it, drive over 6mph and they will lock, open front doors from inside and it will unlock.
