Thanks for the reply. I am pretty sure that i have followed the right procedure...
1. Flashed unbranded XXJL3 UK pre-nodo rom.
2. Did chevron unlock.
3. Installed successfully some xaps (WP7 tools, Samsung tools, etc) and erased the relevant value data to prevent relocking. Also added the correct registry data in DeviceReg in order to have my (Greek) language in Mango rom.
4. Updated to 7008 -> 7392 -> 7403.
5. I am still unlocked and installed some more xap files such as Native Keyboard etc.
6. My next update is Mango (7720.68). When i do it my device locks. I have done it twice and it's the third time i am in this place. Can i do something more to assure that my device won't lock after mango update?