If you have Windows 10 Enterprise or Education you should be able to use a GPO to set a custom lock and home screen. Unfortunately, Windows 10 1703 broke that and it has been driving many IT staff crazy trying to fix it.
After a few weeks of banging around with Microsoft Partner Support they have just confirmed that this will be fixed shortly:
After checking with our Product team, it seems that our issue will be fixed on the non-security cumulative update that will be released on the 4th Tuesday of May, which is May 23
I know my staff will be happy and as this is holding up several deployments. One of my customers put a global deployment on hold because Win 10 1703 would not respect the GPO that sets the custom lock and home screens.
Note that if you have Windows 10 Pro, S or Home, this GPO is completely ignored and there really is no easy way to set a custom lock and home screen.
In case you do not already know, the GPO to set a custom home and lock screen is:
COMPUTER > POLICIES > ADMINISTRATIVE TEMPLATES > CONTROL PANEL > PERSONALIZATION > FORCE A SPECIFIC DEFAULT LOCK SCREEN AND LOGON IMAGE