On Windows 10 you can change the user PIN as follows:
Press Delete while holding the Ctr + Alt keys.
The following screen will appear, click "Change a password".
Click "Sign-in options" (May be "Other Credentials" on older Windows systems).
Click the smart card icon, to the right under "Sign-in options"
Enter the current user PIN, and then enter the new user PIN and enter it carefully a second time to confirm it. Then click the arrow attached to the confirmation PIN box.
The PIN change should be confirmed.
If the user PIN is entered incorrectly 6 times in a row, the user PIN will have to be unblocked using the Admin Key.