I have been following this for over 1 year. It seem that Microsoft can't solve this one. I hope they do better with windows 10.
Sorry to bring bad news but I'm on my third build of Windows 10 Technical Preview and I'm still having the same problem.
The details are that I had the PIN working on this computer under Windows 8 and Windows 8.1. But sometime there was an update applied that started this problem. I was able to restore to a previous point before the update and the PIN started working again.
But soon the update that caused the problem was applied again and the problem reappeared. I have tried all of the solutions in this discussion and none of them have worked.
I enrolled in the Windows Insider program and installed the Windows 10 Technical Preview on this same computer. It has had the same problem of being unable to create a PIN right from the beginning. I try it again with each new build but no joy. I am currently
on Build 9926 and am now waiting for the latest new build to download and install.
It appears from this discussion and many more like it around the internet that Microsoft has no interest in fixing this problem. Not in Windows 8.1 and not in Windows 10.