What are you doing with preferences that aren't in DEM, they do the same thing
Setting HKCU\Software\Policies\
I imported grouppolicypreferences.admx but it never shows in the create menu
My point DEM and Group policy preferences do the same thing, I'm not sure why you want to import them into DEM. If you need to set anything registry wise, then just use the reg import registry
Configure Registry Settings (vmware.com)
Now the issue you may be seeing is DEM doesn't really work with HKLM keys that well, those normally need a restart to apply so they might not work