For Android:

Open Settings
Search for "Lockdown" 
Select "Show Lockdown option" from the results, or the result that most resembles that. 
Enter your pin if required. 
Tap the associated slider to enable Show lockdown option

Now when you hold your power button, you get a “lockdown” option that forces you to enter your passcode for the next unlock.

Particularly useful for me, as I have my phone set up to always be unlocked if my watch is close enough (maybe stupid of me), but I can force lock it at any time.