Imagine a nation-state is after you. Is there a list of recommended security settings for the iPhone to give a critical/maximum possible level of local security?
You want a hardened phone? And you have a state sponsored actor after you? You should not be on the internet. Stop using the iPhone, use cheap burners. Because really - there's no way to be sure, not in Apple's ecosystem.
If you choose to disregard the above statement, your best options are to set it up the same way you would to improve your privacy (note the word improve instead of ensure) -
Disable script execution
Don't download any applications
Don't use any Google or Apple services (@Andre Borie's comment)
Don't sign in, disable Siri
Browse only in private mode (heh, placebo)
Figure out if you can get a version of The Tor Project's browser onto your device
Wipe it regularly
Don't add any contacts, not any that can be traced back to you
Never take photos or screenshots. Of anything.
Enable the passcode and set it to wipe the device on 10 failed attempts.
Don't use the fingerprint service.
But really, If you have a government after you, get off the grid.