You can trigger on those changes by auditing the registry key that you are concerned about.
But it's important to distinguish between registry keys being created / deleted and registry values being changed, because there are different events logged for those.
auditpol.exe /get /category:"Object Access" and note whether "Registry" as Success & Failure enabled (you're mostly concerned with Success of course). If it's not, then you'll need to make you enable this on the domain controller via GPO or in the local security policy of the server/workstation.
Once auditing for the registry is activated, you will need to enable auditing on the registry key in regedit.exe. Simply right-click the key and select
Permissions -> Advanced -> Auditing and audit the necessary actions for the user
Everyone. I generally prefer to audit more than less.
Going forward, when registry values are changed you'll see event 4657, and when keys are added/deleted you'll see event 4663, e.g.:
An attempt was made to access an object.
Security ID: DOMAIN\user
Account Name: user
Account Domain: DOMAIN
Logon ID: 0x722be21
Object Server: Security
Object Type: Key
Object Name: \REGISTRY\MACHINE\SOFTWARE\Wow6432Node\SomeApplication\SomeKey
Handle ID: 0x100
Process ID: 0x650
Process Name: C:\Windows\regedit.exe
Access Request Information:
Access Mask: 0x10000
You can then trigger on those events in the task scheduler.