As part of the administration, we might have to disable users changing wallpaper as users may set wallpapers of unintentional content that aren’t complying with the organization’s policy. Follow below steps to disable “Set as Wallpaper” option.
  1. Open Registry
  2. Navigate to Key:
  3. Create a DWORD with Name ‘NoChangingWallpaper’ and Value 1.
  4. Close Registry
  5. Reboot or Relogon To computer.