The pistol squat is a great bodyweight skill to challenge balance; coordination; flexibility & strength. It also never lies and will show up any asymmetries in the lower complex.
I have been re-visiting pistol squats (this video was taken a couple of months ago) after neglecting them for quite some time. I had to first work them off the bench to warm up into the movement before getting back into full depth. They still need a fair bit of greasing but if pistol squats are a goal for you I would make sure that you first have the necessary mobility (or start working to improve what you have) and work your strength in a regular squat in addition to exploring the pistol squat. I like the use of a bench as a regression as you get some feedback of your depth and still ensuring you are gradually working depth within a strong foundation through the foot.
There are many ways to work your pistol squat, here is a great article from GMB with their view on how to work a pistol squat, with advice on regressions and progressions.