Do you lock your SIM with a pin on a Graphene Pixel the same as with a regular OS set up?
I don't personally use the SIM card lock but I believe you can in the same way as on stock OS.
You can find the option under Settings > Security > More security settings > SIM card lock
I have done this, yes. SIM locked with a PIN was the same experience as stock Android.
P.S. Always have your PUK ready.