Okay, I've found a workaround for that but I'm not sure if it's the right way to do it.
On my DashBoard init method, I've added a python list that will store all the opened Dialogs:
def __init__(self):
QtGui.QMainWindow.__init__(self)
super(DashBoard, self).__init__()
# setup UI
self.setupUi(self)
self.newOrderBtn.clicked.connect(self.newOrder)
self.soTab = []
Then, in the same class, I defined a method to handle the closeEvent and close all the dialogs.
def closeEvent(self, event):
for so in self.soTab:
if so:
so.close()
event.accept()