One further knowledge point, if you installed Windows 10, as an upgrade over Windows 8.1.1, the Microsoft account with a PIN to sign in works as expected. Only custom installs appear to have the...

Having done a bit more research, looking in Tech Preview Feedback, the Pin not functioning is a known problem in 9926. No doubt it will have to corrected in a future build or update.

Build 9926, after setting up a dual install of Windows 8.1 and Windows 10, you should be able to sign into a user account (std.) using a pin instead of a password. The account uses a Microsoft...