I assume that you already know that you can change the available locales at the portal level with
Portal Settings > Display > Available Languages
or through the "locales" properties in portal.properties (http://www.liferay.com/community/wiki/-/wiki/Main/Languagedisplay+customization#section-Languagedisplay+customization-Removing+unwanted+language).
At the portlet level, I'm not sure how to do this with interceptors, but with the ext plugin you can try to override / extend getResourceBundle (Locale locale) in PortletConfigImpl and return your own XResourceBundle, which filters locales that override handleGetObject, getKeys (), getResourceBundle methods (), therefore, if the locale is not in the set, falback is returned.
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