The game will inherit the settings from its parent (the anti cheat software). Set the anti cheat's priority/affinity etc. while the game is launching and it will transfer to the game.
I agree, this is a great tip.
I'm not very familiar with game protection software dynamics (so this doesn't concern me), but personally I'd be worried about game protection software getting angry over a third-party software intervening and reporting it as a cheat, even if it's something as benign as changing affinities/priorities -- perhaps that could be seen as trying to limit the anti-cheat/protection ability of the program by reducing its priority.
Anyway, if anyone knows how the protection/anti-cheat programs work generally, it'd be enlightening to hear, but I'm more than fine with PL playing it safe and not touching those programs.