How do I keep an app "on top" even when the lock screen is on?

When iOS 12 first came out, I saw a tip in my iPhone tell me that it is possible to cause an app to stay "on top". I take it the app would be active even when the lock screen is on. This is useful to me, but I can't find documentation for this feature. I'm not even able to find the Setting in iOS that enables it, which the tip I saw showed. Anybody know what this feature is called and where I can find documentation on it?

How do I keep an app "on top" even when the lock screen is on?
 
 
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