You can use any battery operated switch which smartthings can recognize to create a virtual three-way in that situation. There are quite a few different ones that might work. See the community FAQ. Some of the devices listed are battery powered, some are Mains powered, some are for the US, some are for the UK so read each entry carefully to make sure it matches what you are looking for.
The FAQ is only intended to have one or two posts per device, and generally will have a link to a discussion thread about the device. Please do not post any questions about individual devices in the FAQ thread. If it has a discussion thread, use that. Otherwise you can come back here and ask more questions. Thanks!
All of that said, the Lutron pico cannot be used in this manner if you are using the official Lutron/smartthings integration, because in that integration the Picos are invisible to smartthings. They can be used as the auxiliary for a Lutron master switch if that works for you. But not for a switch of any other brand.
There is an unofficial integration which can make the pico’s visible to smartthings, but it requires also having an additional device act as a “man in the middle“ server and it requires significant technical skill. So there aren’t too many people who use it, particularly when there are other battery powered switches that are directly visible to smartthings.
In particular, the Eaton Cooper aspire “any place“ Z wave switch is popular. It was intended for exactly this purpose and is visible to smartthings. 
( Eaton is the company, Cooper is the division, and aspire is the model line. The switch may be sold under any of these three names. ) it’s probably the most elegant as it is very thin and looks just like a regular switch on the wall, but there are other less expensive brands as well.
https://www.smartthings.com/products/eaton-z-wave-battery-operated-switchdimmer