I’ve never tried it with a P30, but it’s incredibly easy to remove the guts of the lockout device on a P2000. It also looks like you can order inserts with and without the lockout:
“Lockout Device” #226222 for $14
https://www.midwestgunworks.com/page/mgwi/prod/226222
Vs.
“Lockout Insert” #223521 for $7
https://www.midwestgunworks.com/page/mgwi/prod/223521
The USP line also has lock and lockless inserts.
I’ve never heard of any issues with HK lockouts and have no reason to think it could be a problem, but I also would never use the lockout, and figure that if it’s there, it has a greater than 0% chance of causing issues, while if it’s not, the odds drop to exactly zero, so it’s cheap insurance in my mind.