Reboot the device and then try to create the PIN again.
Some errors are transient and resolve themselves. Many errors can be mitigated by one of these steps. When a user encounters an error when creating the work PIN, advise the user to try the following steps. The following image shows an example of an error during Create a PIN. If you get an error code that is not listed here, contact Microsoft Support.
This topic lists some of the error codes with recommendations for mitigating the problem. When you set up Windows Hello in Windows 10, you may get an error during the Create a PIN step.