@linuxnoob
I ran a bunch of tests and managed to come up with the following results:
Notes: doesn't lock*
File Manager: doesn't lock*
Photos: locks
Email: locks
Settings: doesn't lock*

*It appears that although these applications specify that they support launching via DBus, they aren't actually launched that way. So in this case I will write up some override files for these applications and include them in the next release.

@brokensmile
You no longer need to, that is all done automatically when you choose to lock an application for which I have written an override file to support keypresses. Currently only Phone and Contacts support this feature.