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You need to have Google Play Services to install an eSIM for the first time.
Once it is installed, you can remove Google Play Services and you will be able to use the eSIM.
By default GrapheneOS always has shipped with baseline support for eSIM, where users can use any eSIMs installed previously on the device. However, in order to manage and add eSIMs, proprietary Google functionality is needed. This is fully disabled by default.
Privileged eSIM management can be enabled in Settings ➔ Network & Internet ➔ Privileged eSIM management. The toggle will be greyed out and unusable if sandboxed Google Play is not installed, as the functionality is reliant on it.
By enabling the toggle, the proprietary Google functionality is enabled and will be used by the OS to provision and manage eSIMs.
Note that if the eSIM installation process does not progress past the "Checking network info..." stage despite having a stable Internet connection, you may need to call the USSD code ##4636## and then enable DSDS in the menu that is presented.
If you have any issues, you should check out their discussion forum, they are great.