It's hold power+volume up (the "top two buttons" when reaching down into a pocket or purse and the phone) until the phone vibrates (~2s).

If you can see the screen, it's the fastest shortcut gesture to the screen that has "Slide to Power Off", "Medical ID", and "Emergency Call". Any other way to get to that screen also works to require a PIN before next unlock.

If your phone has home button, then you don't need to press the volume button. Otherwise, yes it does work.