Figured this little stunt out at work:
Those lock screen photos are in the following folder:
There'll be a lot of files in there with no extension. Copy the ones that actually have a file-size typically larger than 600 bytes (definitely leave the 0-byte files behind) to your desktop, drag and drop them into paint to find the ones you want to save. Rename the ones you wanna keep with a .jpg extension, do as you will with them.
Installation, updates, general problem solving and assistance.