Setting up UPI is a real pain in the ass.

The system needs an Indian phone number and an Indian bank account linked with the Indian phone number. I have a bank account but it's linked to my Dutch number. Updating the phone number is a typical Indian bureaucratic process.

Finally I came across the wonderful guys at CheqUPI, aimed specifically at people like me (and tourists). Straightforward process to set up but loading money on the account incurs an overhead of 2.95% of payment gateway fees.