There is a way to disable shortcuts which start with Win in a windows registry.
Create text file with the following content
Windows Registry Editor Version 5.00
Change file's extension to "reg"
- Run it by double click
As you can see, it creates a registry field "DisabledHotKeys", with a value of a key we want to disable. In our case it's a 0D in hex or 13 in dec or "carriage return" symbol. Win key shouldn't be specified here because it's implied.
For example, if you want to disable Win + R, Win + D and Win + Home then the value of "DisabledHotKeys" should be "RD$". ("$" symbol has an ascii-code equals to a keycode of Home button)