In order to deploy custom MCX profiles, I will use the excellent mcxToProfile tool by Tim Sutton. Get it here -> https://github.com/timsutton/mcxToProfile

My goal here is to change the delay to ask password to "Immediately". 

0. Install mcxToProfile. I use git as I find it easier to update, but you can also download it directory from the github page. You might need to make the python script executable (see below)

1. Make the changes to your Mac (Here, I go to System Preferences > Security & Confidentiality > General and I change the setting to "Immediately".
2. Now, find the defaults domain. This is almost an art, I won't cover this here. In this case, it is com.apple.screensaver
3. Launch mcxToProfile to create the .mobileconfig

You can double click on this file to install it manually (or use $ open org.maclovin.screensaver.mobileconfig). Restart System Preferences to see this setting in the GUI (Security & Confidentiality > General). Then remove this profile, we'll move on to AirWatch.

Now you need to import this to AirWatch:

1. Go to console
2. Go to Devices > Profiles > List view
3. Add > Add Profile
4. Apple Mac OS X > Device Profile
5. Fill General infos 

Go to Custom settings and paste only the relevant portion:

Now it should be working fine