I am currently working on the configuration of Firefox via GPO, but there is also an admx template. Is there a way to force the setting of a master password ?

I don't think there is a way possible to force a master password because this is not a setting that is saved, but is selected automatically when there is a master password stored in the key file (key4.db). Forcing a preset MP would require to copy such a key4.db file to a new user profile folder, but users will only notice that a MP is set when they get a prompt to enter this preset dummy MP and will very likely be confused and you would have to tell them about this MP. Instead you can consider to present them a special first run page with instructions about explaining why they need to setup this MP and how they can setup a master password. *https://support.mozilla.org/en-US/kb/use-master-password-protect-stored-logins