Custom Authentication Challenges during Authentication flow

I want to add an extra custom challenge during authentication flow for some users by sending a PIN to their email inbox. If they have not been challenged for a period of time. I was wondering if Auth0 supports any Custom Authentication Challenges step during Authentication flow. Something like Custom Authentication Challenge Lambda Triggers in AWS Cognito.

I read documentation but could not find any similar feature in Auth0. Please let me know if there is similar feature.