I am using Volumio to create a Jukebox. Once all setup with the desired play lists etc, I would like to be able to disable the settings option. Is this possible?
Not without tinkering with the code itself. I can imagine this might be a useful option for a device in a public or multi-user place. Have a look at the documentation, and If you have the programming skills, then feel free to generate the code on Github and issue a PR.
My programming skills are not great but my CSS is average. I could therefore just hide the button. I am not sure however where the CSS or HTML files are found. 
Edited the following file
Added the following to it
[code]/* !
- Custom CSS
*/
#sideMenu {
display: none;
}
[/code]
Of course not idea as you then have to edit the code each time to get access. The best solution would be to be prompted for a password when the cog is clicked on. I will need to think about this solution.