How to override default Android's default screen lock security policy?

A couple of ways (None of these tried by me)

• This XDA thread HOW TO GUIDE VPN Without Security suggests a way of editing lock screen database settings using SQL editor . OP has specifically tested on Kitkat


• You could try Xposed module Lockscreen Disabler. Module description says

To setup a VPN you are forced by the system to setup some kind of security.

This module is for all the users who don't want to be forced to use a protection, although using the services described above

If you are not familiar with Xposed, Xposed: The mighty Android tool box by @Izzy, would be very useful

• VpnROOT-PPTP-Manager claims to do that, amongst other capabilities. App description says
  
  

  
  

  This application was designed to allow connection of a VPN server without having to use PIN or Pattern Lock-Screen in Android.

  
  

Edit: The first method did not work for me on 4.2.2 (tried after posting this answer).