It seems the process changed a little bit in recent days, since I last tried…
I went to https://pixelrepair.withgoogle.com/udfps which asks me to enter Fastboot mode, but doesn't require rescue mode. You then press install and it reboots. GrapheneOS starts.
But then when I try to add a fingerprint it complains of a timeout. I then did another reboot (which the installer also seems to suggest is needed). And then I was able to add my fingerprints!