I've actually done this before and the methods are largely determined by how secure (or paranoid) the occupants want to be.
What I recommend as a basic level of security against intruders is exterior-grade doors hung on the bedrooms combined with standard slide locks on the inside - two per door. Many doors are available with matching interior and exterior styles so you can even get exterior doors to match the existing interior doors and don't "give away" the extra security present. Slide locks are mounted a third of the way down from the top and a third of the way up from the bottom to provide sound structure against forcing the door, and the hinges should be installed using 2.5" or longer screws.
That doesn't prevent someone from breaking down the door, but it sure as heck is going to slow them way, way down. (It's literally faster to break through a wall in most cases.)
In the instance of an on-suite master bathroom the same thing can be done on that door to provide an additional fall-back position in the event of a particularly determined intruder.
It's low-tech, but it works. The goal generally isn't to protect against a determined attacker with a personal grudge, but rather to present a level of security that encourages bad actors to seek easier prey. But even in the event of a motivated bad guy, you gain significant additional time for police to respond or other measures to be employed to counter the aggressive force.
It seems to me that closing your bedroom means simply abandoning all your values and all that is at home. I believe a good lock on the door will make a trick but you can also install a special security system that detects intruders all night. Personally I would reinforce the front door and that’s all. When I had to change my doors i decided to stick with the modern design looking doors but with a good security system. I searched for a very long time because I wasn’t really able to find the design I wanted. But luckily for me i could finally find the design I wanted on doordesignlab . They helped me to pick the perfect door for my apartment so that it matches the design of my house and still had a good security system. I am really pleased with the results.