First, go to the Dial-Up screen in the Settings App.
Settings App ➾ Network & Internet ➾ Dial-Up.
In the Dial-Up screen click on the name of your connection. This would make the advanced options button visible.
The Advanced Options page no longer has an Edit button, which is what prompted me to write this article. You need to make note of your username first and then click clear sign-in info to clear both the username and password.
Now come back to the Dial-Up page and click connect. Windows will prompt you for the new username and password, it would also save the username and password.