Always require PIN to unlock device

You can try Next Lock Screen.
During the initial settings, give the app the required permissions. Open the app, make sure that "Enable Next Screen Lock" is on. Click on Screen Lock, then "Next screen lock". Set a Pin for the app (preferably different from the PIN of your phone). Go back then, click on "Fingerprint lock" and turn it off.

Important: Don't disable the phone fingerprints that you set in Settings -> Security.

The app will work the following manner. If you enter your fingerprint first, then you will be required to enter the app's PIN.If you enter the app's PIN first, then you will be required to enter either the phone's PIN or your fingerprint.

Note: The app is no longer on the Play Store. I don't know if Microsoft will bring it back in the future.