Assuming that you have check they aren't on at the light switch (rotate the knob) then the next thing to check is the delay module behind the glove box. Unplug it and the lights should go out. If the lights stay on then you have a ground issue or they are still on at the light switch. Next bridge the two white wires. This will have the lights come on and off with the door switches. If all is ok at this point you have a couple of options, leave it like that, or replace the delay module (some suppliers have a version that removes the delay function)
