Thanks! That was my problem. I was trying to do this within Nova Launcher, and I didn't know that I had to go back to Touchwiz to do this.
You don't, though!
My usual prologue first : old thread, yes, but people will keep coming back to it via Google Search results. In that spirit...
Given a Note II device running Nova launcher, as was the OP, there are three (3) different series of steps that can be followed to change wallpaper, without switching back to Touchwiz. Of the three, there is only one that makes mention of the lock screen :
1. Long-press homescreen > choose Wallpapers
⇒ This method is only good for changing the homescreen wallpaper; the lock screen won't be mentioned.
2. [Menu] hardware key > choose Wallpaper (Nova launcher remember)
⇒ Same as above—is of no use for changing the lock screen wallpaper
3. Access device settings (using any method) > Display > Wallpaper
⇒ Bingo, this is the one you want—right after you choose Wallpaper using this method, the Note II will ask you if you're referring to the homescreen, the lock screen, or both. No need to switch the launcher.