I have the some issue on my Roku with my dev app on software release 9.2.1. It says:
"Screensaver Preview Failed - The screensaver could not be previewed. You may need to change custom settings"
This issue is only happening on my new Roku Express.
I tried switching to another screensaver, restarting from the settings menu, and then trying it again and unfortunately it still doesn't work on this device.
It does however work fine on two other Roku devices. Both of those devices, - a Roku 2 and a Roku Ultra are on previous software releases (9.2.0).
Same code is working on previous Firmware Versions.
What can be issue?