I use eSIMs exclusivley with my P6a, I have two at the moment.
when you purchase an eSIM you will get a QR code, just follow the install intructions in GrapheneOS and away you go.
However I can only use one eSIM at a time. My phone is multi sim capable BUT only with a physical SIM and e SIM. Maybe newer phones are dual eSim capable.
If you change phones, email or call your carrier and they will arrange a new QR code.
I dont use any apps to make my eSims work, nor should I have to.
Are they less private? debateable are they more secure, and less prone to tampering, I would say yes. The physical SIM is only a paper clip push away from being taken and abused. try that with an eSIM, protected by your device password.