Thanks for all the replies.
The question as it was asked to me was not to make a restrictive policy for the screensaver (like a GPO would do) but just to set the screensaver as the computers will be first deployed and delivered to the user. If a restrictive screensaver was needed, I would go for a GPO.
I know I can copy a profile over the default user profile, but for one or another reason I don't like this way of working. I think I have some bad experiences with images that were made and configured by too many admins. Overwriting the default user was also common practice and made all possible rollback to be gone.
I hoped to get some more influence on the default user profile with the possibility to roll back if the changes made would show up issues or errors.