Com a atualização de novembro de 2012, a MS adicionou um GPO para gerenciar a tela de bloqueio:
Win8: Como gerenciar a imagem da tela de bloqueio no Windows 8 e no Windows Server 2012
The update “Windows 8 and Windows Server 2012 cumulative update: November 2012” adds functionality to the Control Panel group polices that allow an administrator to designate a lock screen image on their Windows 8 and Windows 2012 computers. This setting lets you specify the default lock screen image shown when no user is signed in, and also sets the specified images as the default for all users (it replaces the inbox default image) Some restriction apply. See the Restrictions section below.
The new group policy is named “Force a specific default lock screen image” and can be found in this path in the group policy editor: “Computer Configuration\Policies\Administrative Templates\Control Panel\Personalization”
Aplique este GPO para obter sua imagem personalizada.