I'm sure there's an optimal sequence of keypresses that tests all 10000 codes in something like 30,000 keypresses rather than the naive 40,000.
https://en.wikipedia.org/wiki/De_Bruijn_sequence
It seems that you can do it in 10003 key presses. Calculation for this this exact example is in the Wikipedia page.
This made me uncomfortable when I was selling a house, so naturally I wrote some code to generate a string of digits that would cover the full solution space most efficiently.
Armed with this "master key", I had the lockbox open in negligible time. Honestly I think it was just a few minutes, and I was about halfway through the string.
This let me put the key out only when a showing was happening, and I brought the lockbox to the closing, which baffled the real estate agent.