Now, for the final part – Saving the Site Template and making the issue alert part of of all new Project Sites.
You can refer to Brian’s excellent post which is more detailed: http://blogs.msdn.com/b/brismith/archive/2010/03/15/customizing-the-project-site-in-project-server-2010.aspx, but I will try to cover the quick steps in the process.

  • While in the project site, click on Site Actions >> Site Settings  and select Save Site as template.

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  • Fill in the details and click OK.

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Important: make sure you select the ‘Include Content’ checkbox while saving to make sure the workflow settings are saved.

  • Now Click on the Operation Successful message or go to the PWA Home >> Site Actions >> Site Settings >> Solutions,  to view your solution activated.

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  • Now go to PWA Home >> Server Settings >> Enterprise Project Types

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  • Click on the EPT you want to associate this new template with, and scroll down the page to select the project site template.

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That’s it. Now the Alert workflow is part of your template and will work whenever you create a new site.
Test this by publishing a new project and creating a new project site.
Good Luck!