The purpose of group policies is to be able to centrally manage settings on client computers. If your GPO sets some registry settings on the client computer they will get reapplied if the settings are changed locally. I believe that GPO's by default are refreshed every 90 minutes (or 5 minutes on domain controllers).
If you want to use GPO's to manage specific settings in registry you should store the application setting in one place and the settings from the GPO in another place. Often you have "parallel" registry structures for settings and policy. When your application queries a setting it should first determine if the setting is controlled by a policy and then use the policy value. Otherwise it should use the local value.
From your question it seems that you want to be able to do the opposite, that is, you want the local settings to take precedence over the GPO. In that case I don't see why you have the GPO in the first place since it will always be overruled by the local setting.
If you don't want to wait 90 minutes but still want to test what happens when your GPO is applied you can use the gpupdate tool to manually refresh the GPO.