Grouping them by 1000 is the best idea, as well as a few sets of 100.
As a Lockpicker and as a crafter (as well as having a lockpick training center) I can tell you that not many are gonna pay much over what a NPC charges.
I would say add a gold or 2 to the price a NPC charges. (I think they charge 10gp each, but its been a long while since I bought any from a NPC.)
If you want to sell them rapidly, build (or have built) a lockpick training area. It takes up very little room and doesn't use up that many lockdowns. Not to mention you will be providing a service to the community.
A nice addition to a lockpick training area is always the T-map library. Add these 2 too your house and I will guarantee that those lockpicks will fly off your vendor. (not to mention you could add a bit more to the cost, just for having the convience there.)
Legends doesn't have that many lockpick houses, or T-map libraries for that matter, so you can be assured that people will remember your services.
You can find all the info on constructing Lockpick training centers here on stratics (under the lockpick skill essay).
If you decide to add a library, not knowing what your running (uose, ml etc.) the easiest to identify is Junction Library. It is due north (by uo compass) from the brit moongate.
Sorry that this was a bit longwinded.
