SInce 4.10.0 and also in 4.10.1, it is not possible for me to leave screensaver using the keyboard.
Hitting a key awakes the PC from powermanagement-screen-off to screensaver. But the password dialog does not open.
Screensaver without powermanagement also does not open the password dialog.

Single solution to get the password dialog for leaving screensaver is to click the cashew nut with the mouse. Is it a new "feature" of KDE 4.10 or my own wrong configuration?

Does anyone know, how to bring up the password dialog from screensaver?

This sounds like a bug to me.
Are you using widgets on screensaver, or a regular screensaver?
Can you try to reproduce this using the simple "blank screen" option?

Also, is compositing enabled?

You are right. Using a simple screen saver the problem is not existing. After enabeling widget screensaver the problem returns, even with no widgets. Compositing is disabled.

Please file a bug report against widgets on screensaver at bugs.kde.org. This is likely a regression caused by the move to the new screensaver architecture (which is more secure).

Ok, bug 316602 created.