I have the following three lines in my .config/i3/config
file:
set $Locker i3lock --image=/path/to/image
exec_always --no-startup-id xset dpms 600
exec_always --no-startup-id xautolock -time 10 -locker "$Locker"
but when I wake up the computer I have some fraction of second (maybe more than 1s) to interact with it before being prompted to insert the password, which I think is in principle a security issue, unless the behavior is expected as a consequence of my configuration.
This is not a result of your config file, I have the same issue with a fork of i3lock (i3lock-fancy-multimonitor) and there an open issue on the github repository. There is no fix currently.
Edit: As of June 1, 2020, the user that opened the issue of github has posted a possible workaround.