If I create a custom GuideLine, can I lock shapes to it so that moving that guideline also moves all of the shapes locked to it? (This is a feature I just learned about in Visio and seems very useful)
That definitely does sound like a neat feature—looks like this is part of a feature called “glue” in Microsoft Visio. This, however, is not something that is currently possible in OmniGraffle. To submit a feature request for this, please email firstname.lastname@example.org so that we can be certain it is tracked correctly in our internal development database & shared with the team.