How can I undo the “Do Not Ask Again” for using my home screen wallpaper as my lock screen wallpaper as well?
Try resetting the default wall paper setting by following these steps (described for Samsung's 4.0; see also this question): 

Menu | Settings | Applications | All | TwWallpaperChooser | Clear defaults

If you also want to reset the settings of your wallpaper application follow these steps:

Menu | Settings | Applications | (said application) | Clear data