Yes, you can secure Mycelium with a PIN... my problem with it is that unless you remember to shutdown the app properly, ie. you just press the home button for instance, if someone picks up your phone, goes to recent apps and selects Mycelium, it will open right back up to where you left it!!?!
Most of the internet banking apps I've ever used, have a feature whereby if the app is backgrounded for a certain period of time (say 2 or 3 minutes), then when the app is brought to the foreground, it requires the PIN to be re-entered. This enables you to still switch back and forth between apps for the purposes of checking/copying payment info (accounts and amounts etc) while you are actively using the app... but if it sits idle for an extended period it relocks itself.
Mycelium never does this, unless the app is totally removed from memory by the Android app management and/or you use the back button to back all the way out of the app everytime.
Also, that thread focusses more on desktop/web wallets and doesn't specifically cover Android... hence why I was going to ask. Anyway, this is starting to get off "Electrum" so I'll ask my query in the top level Alternative clients board.