Trying to setup Windows 10 Hello PIN settings via GPO and the option is greyed out? If your Hello GPO is set properly then check, and disable, Computer Config \ Administrative Templates \ System \ Logon – Turn On Convenience PIN sign-in
This policy will conflict with Windows Hello and needs to be disabled.
The other option to use the Hello features is to NOT CONFIGURE any Hello features under the Hello GPO and enable the Biometrics options and System \ Logon – Convenience PIN sign-in under Computer Config. Seems counterintuitive but this works as well for getting Hello working on the non-Azure AD domain.