I’m not exactly sure how Backup Calling works (I don’t think my phone has that feature) but would “Ask each time” be a sufficient option for you? That’s how I usually set things up when I’m traveling and have a travel eSIM.

Just tried it because I found it hard to believe, and it does not work. To connect to a new WiFi network or pair a new Bluetooth device, I have to unlock my phone. I can only enable/disable WiFi and Bluetooth and connect to my most recently uses, paired Bluetooth devices.