Registry
reg add HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\System /v DontDisplayLastName /t REG_DWORD /d 1 /f
Or, GPO
1. Click on Start button, and type secpol.msc into Start Search box, and hit Enter to open the Local Security Policy Editor.
2. Navigate to Security Settings -> Local Policies -> Security Options.
3. In the right pane, double click on Interactive Logon: Do not display last user name.
4. Select and set the radio button of Enabled.
Notes
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Authentication\LogonUI
HKLM\Software\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\LastLoggedOnUser