As per Topology Munkres (Second Edition) there is a Lemma (41.3) (I am writing required part only : Let $X$ be a regular space. If every open covering of $X$ has a refinement that is an open covering of $X$ and countably locally finite then every open covering of $X$ has a refinement which is a covering for $X$ that is locally finite.
The proof starts with an open covering $\mathcal{A}$ of $X$ and its countably locally finite open refinement $\mathcal{B}= \bigcup \mathcal{B}_{n}$ which cover $X$. $V_{i}= \displaystyle \bigcup_{U \in \mathcal{B}_{i}} U$, $S_{n}(U)= U - \displaystyle \bigcup_{i < n} V_{i}$. Collection of such $S_{n}(U)$ is denoted by $\mathcal{C}_{n}$ and $\mathcal{C}= \bigcup\mathcal{C}_{n}$.
For locally finiteness of $\mathcal{C}$ : Let $x \in X$ and $N$ be the smallest integer such that $x \in U \in \mathcal{B}_{N}$. Hence $x \in S_{N}(U)$. For each $n=1,2..N$ we get neighbourhoods $W_{n}$ of $x$ which intersects finitely many elements of $\mathcal{B}_{n}$ and these $W_{n}$ can intersect only finitely many elements of $\mathcal{C}_{n}$. Also $U$ does not intersect no element of $\mathcal{C}_{n}$ for $n>N$. Thus the neighbourhood $W_{1} \cap \cdots \cap W_{n} \cap U$ is a neighbourhood of $x$ which intersects finitely many elements of $\mathcal{C}$.
My doubt is this elements of $\mathcal{C}$ is actually elements of $\mathcal{C}_{n}$. First neighbourhood $W_{1}$ intersects finitely many elements of $\mathcal{C}_{n}$. Is it sufficient for locally finiteness of $\mathcal{C}$. If any of the $W_{n}$ does not intersect corresponding $S_{n}(U)$'s then how can $W_{1} \cap \cdots \cap W_{n} \cap U$ intersect elements of $\mathcal{C}$ ?