It's probably just the microswitches sticking. You need to take the door cards off to get to them.
Once in you'll see a small black rectangle with wires coming from it clipped to each door latch at the back of the door - unclip them and work the switch by hand to see if that solves the problem, and give them a good clean before replacing.
If that doesn't sort it, the warning lamp control unit behind the glovebox is prone to dry solders - the only answer to that is to find someone willing to remake the connections inside.