For what it's worth, I'd like to share my frustrating experience of enrolling an Android device while I'm in China, hope this can help others in similar situation.
I'm using OnePlus 9, running ColorOS 11.2, based on Android 11. Google Play services is shipped in stock which means accessing GMS is possible, no need to flash GApps manually, as long as you can bypass internet blocking.
Personal VPN software can help you access Google services, and download Intune app from Play store, and create work profile, but it will stuck on 'Adding your device to Company Portal.', as this step seems communicating not only Microsoft servers but also Google servers. I didn't realize this as there is no open document saying this fact.
This step actually happens in the work version Intune, so the VPN in personal profile won't work, and no ways to install it either cuz no access to Play store and no permission to install from storage.
I finally made it by flashing my router's firmware to OpenWrt and installing a VPN plugin so the connected devices can bypass internet blocking seamlessly.
So in summary two essential aspects:
1. 'Google Play services' app installed
2. A wireless network that can bypass blocking, to which the enrolled Android phone shall connect