In kiosk mode, the Android OS silently block packages based on their package ID. It's not possible to enable certain activities of some package, so "Allowed Activities" doesn't work in kiosk mode.
I would suggest you setting up two configurations, with and without kiosk mode. At first start, the device runs without kiosk mode so your app can request the "Allow modify system settings" permission. Once all permissions are granted, you switch the device into the kiosk mode.
Headwind MDM manages brightness by using the DevicePolicyManager method:
devicePolicyManager.setSystemSetting(adminComponentName, Settings.System.SCREEN_BRIGHTNESS, brightness);
If you want to use this method in your application, you need to sign your app with the same keys as Headwind MDM (contact us to request keys), and add the following attribute to AndroidManifest.xml:
<manifest ... android:sharedUserId="com.hmdm">