You must initialize a slot with a custom label using p11tool2 .
First, using p11tool2 create the Security Officer (SO). Then, using the p11tool2 command initialize the Slot that you want to use, as well as the slot user.
Alternatively, you can use the p11CAT tool to initialize a token and create an SO user. After that, you can set the normal user PIN.
Slot initialization console
Normal user PIN initialization