Access to methods when an object is in a workflow can be controlled by the Restrict when in workflow flag (the SPFRestrictToActionRecipsWhenObjInWorkflow property on the ISPFAccessGroupMethod interface definition). In the Desktop Client, you can set this flag using Manage Methods on an access group or Manage Access Groups on a method.
When set, this flag limits the access to the method through use of this access group to only users that have a current work/action (not info) step for the workflow that the object is participating in. In the graphic above, the Check Out command will only be on the shortcut menu for the document if the logged in user has an action step for the workflow that the document is in.
When the object is not participating in a workflow, this flag has no effect.
If you want a method to disappear for everyone when the document is in a workflow, you can write a condition to test the active workflow count property on the ISPFWorkflowItem interface.