I read the implementation of wizard and eventually found some elements.
One can override those functions: transitionIntoFrom(from: Box[Screen]), transitionOutOfTo(to: Box[Screen]), localSetup().
When "Next" is pressed, localSetup() of the next screen is called first, then transitionOutOfTo, then transitionIntoFrom.
Sorry for the inconvenience then, I missed it in the API documentation (if we don't "open" the full description of the transitionX functions, they only speak about notifications and it was not clear to me).
I still could not lock a field (editable_? = false is simply ignored) and my integration of Autocomplete doesn't work with the screens.
Anyway, sorry for those unanswered e-mails.