NetRunner88 Headwind MDM doesn't support work profiles. You can try installing another MDM system supporting them, as the new SetupWizard2 code potentially allows provisioning the device with a work profile (I didn't test it, though).
However, as far as I know, work profiles require strong integration with Google's Android Enterprise framework, which GrapheneOS doesn't have. So I doubt work profiles will work. Anyway, this is worth trying.