Update:
I tried a native screen saver (3D Text), set a 30 minute delay and waited. Now I can't get onto the comp remotely - same grey screen as before.
Apparently you cannot turn on a screen saver for your Win11 machine and then use Remote Desktop.
Guess I'll be doing some more trial-and-error testing this weekend.
@kismatt
RDP is okay (as in mostly not good). NX (no machine) is much faster and I used it for years. Not sure if that will solve your issue.
The best “screen saver” is one that turns it off.
Note: I used NX to run a Windows system from a Mac but that was many years ago.