Lockscreen

Clicking the side button to lock your phone before putting it in your pocket is the right answer. The shortest auto-lock setting you can have is 30 seconds, which may be too long if you are having pocket dials.

Hi there

You can set this here Go to Settings  > Display & Brightness > Auto-Lock, then choose a length of time.

You could just press the side button to put the phone in standby before sticking it in your pocket...