I also need this feature.

One important thing is when doing the checkout, the tracked branch must be set to the PR branch, so is possible to eventually push commits to the PR branch. This is how the Pull Request vscode extension works: it lists the available PR, when you right click, there's a 'Checkout' command, when executing 'Checkout' command the tracked branch of local branch is set to the PR branch

> I found a trick using only UI, athough it's not one-step yet:

This trick does not set the tracked branch