In this picture do you see that thing on the top left of the mag. If you load BB's into the mag you'll notice that the little nub thing goes down. When empty that little nub will push up against the slide lock and force it to lock the slide back.
What you need to do is either cut/dremel that off but note that it's destructive as in you won't be able to restore it to it's original condition (incase you need to have that functionality again) unless you either buy a new mag or put some sort of replacement for the thing you cut off.
The other way is to basically hold it down using some tape or something so that it doesn't push up against the slide lock and engage the slide lock to lock back when it's empty.
Do that for both magazines and it should give you the functionality you're looking for. It's only a mod to the magazine so you need to mod all the mags you require plus it's non destructive to the gun itself (ie. it's not really complicated and you don't have to take apart the gun and possibly lose parts or whatever).