Unable to Set/Change Pin for Windows Hello for Business

make a copy of the following folder:
C:\Windows\ServiceProfiles\LocalService\AppData\Local\Microsoft\Ngc

Then delete the contents of that folder

Open settings and try setting a pin now

Set Registry Key

Set the following key to enable pin sign-in if it isn’t enabled

HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\System\AllowDomainPINLogon

Source

https://superuser.com/questions/1279400/unable-to-set-or-remove-a-login-pin-on-windows-10