Context. A thousand new magnetic candidate CP stars have been identified with LAMOST, of which ∼700 prime targets have had rotational modulation determined by TESS.Aims. We aim to check for the presence of a magnetic field in a subsample of these LAMOST CP stars, test the viability of the 5200 Å depression used to select the mCP candidates in the LAMOST survey as a reliable indicator of magnetism, and expand on the limited database of known magnetic hot stars. The sample includes some pulsators that would be valuable targets for magneto-asteroseismology.Methods. We selected ∼100 magnetic candidate LAMOST CP stars that present a depression at 5200 Å in their spectrum and that also display rotational modulation in their TESS photometric light curves. We obtained spectropolarimetric observations of 39 targets from this sample with ESPaDOnS at CFHT. We utilised the least squares deconvolution method to generate the mean profile of the Stokes V and I parameters, from which the longitudinal magnetic field strength for each target can be determined. For HD 49198, we performed more in-depth analysis to determine the polar magnetic field strength and configuration.Results. We detect fields in at least 36 of the 39 targets in our sample. This success rate in detecting a magnetic field (above 92%) is very high compared to the occurrence of magnetic fields in hot stars (∼10%). Four of these newly discovered magnetic stars are magnetic pulsators. In particular, we detect the strongest field around a δ Scuti star discovered to date: a 12 kG dipolar field in HD 49198.Conclusions. From our analysis, we conclude that using the 5200 Å depression displayed in the spectra in combination with rotational modulation in photometric data is a very reliable method of identifying magnetic candidates in this population of stars.