We have seen it on leaked Windows 10 for Phones and Windows Phone 8.1 GDR2 builds, but it seems you can now do it on Windows 10 Build 10041 too. It really helps in reaching to settings like “check for updates” from start screen in less number of steps.
Check the below screenshots. You can actually pin nearly all the settings that you may like. For example: Lock-screen, Multitasking, Battery Saver and more.