Does Micro SIM work on CC8X SBC Pro board?

Yes, Digi confirms that the SIM socket on the SBC Pro works fine. You need to use a PCIe modem.

Digi supported several PCIe modems but because this was third party hardware and every modem had their tiny little configuration tricks, Digi decided to stop supporting an official list of PCIe modems and only test and support Digi XBee modems. List of supported XBee modems are below.

https://www.digi.com/resources/documentation/digidocs/embedded/dey/3.2/cc8x/bsp_r_cellular

You can check some of the PCIe modems that we supported in old DEY-2.4:

https://www.digi.com/resources/documentation/digidocs/embedded/dey/2.4/cc8x/bsp_r_cellular_8x