One of the great things about DW is the way it handles OpenID: if you have imported comments from your LJ, you now have the comments in OpenID so the original posters can come in and have the same control as if they were posted from a DW account. And I'm sure you have friends at LJ who may not have transferred over, nor have any plans to do so. With OpenID, they can still comment on your posts without being anonymous: great! OpenIDs can even have a reading list (check out the OpenID faqs
for more details)
However, if you wish your friends still on LJ to be able to use OpenID to comment on your locked posts (or even see them), you will need to add their OpenIDs to your access list. To do this: go to the Organize menu on the main menu bar (which you can find on any of the site scheme pages--the posting interface, your profile, etc.) and select "Manage Circle." It will take you to a page with three lists: every person in your circle, every community in your circle, and finally every feed. (Remember that the circle is the DW equivalent of friends list, except it differentiates between "subscribing" (i.e. reading their stuff) and "granting access" i.e. permission to read locked stuff.) At the bottom is a form that says "Add Relationships." In the column marked "Account name or OpenID URL" you can put the OpenID of people you wish to grant access to (remember to do it in the form "example.livejournal.com," so if you wanted to add my LJ persona it would be beatrice_otter.livejournal.com). Check the "give access?" ticky box. Since an OpenID account can post comments but not posts of their own, there's nothing to give access to. If you want to change the foreground/background colors for that account when they post comments on your journal, you can do so. Then scroll down and click "Add/Save."
(I've been here a year, and I only just realized I needed to do this.)