Make Windows PC blur my screen instead of showing the lock screen image when I lock it

Short answer is no. Not out of the box.

The following is a theory I have.. prolly would work.

If you are a badass, you might be able to trick out "Windows Spotlight" to showing whatever images you want. This would require you using GPEdit to assign a specific picture to the lock screen, writing a "lock screen" trigger that generated a screenshot, blurring it, and assigning it to the picture you defined using group policy. Specifics for assigning a specific picture can be found in the link.

Again, I have not tested this theory but I bet it could work. Not worth the effort if you ask me.