Bluesky PDS Entryway has enabled this feature. Some third-party PDS systems (such as selfhosted.social) have also enabled this feature (third-party PDS systems implement this feature through a project called pds-gatekeeper). To be precise, it should perhaps not be called mobile phone verification or CAPTCHA verification, but rather "requires additional verification", because this verification system is designed to be quite flexible. The PDS server decides what kind of external verification to render, then issues a temporary token to the client, and the client finally completes the registration.