On iPhone, there is a way to set how private numbers are handled when they are calling you.
To navigate to the setting, tap on the shield icon located at the bottom of your screen.
Once you select the option, you will see 3 dots on the top right. Tap them and you'll see the protection settings option you'll need to select. Under call protection you should see Private Numbers.
In private number handling you'll have the option to Allow, block, Request unblock and for the caller to input their number. With each individual setting there will be an explanation of how the setting will handle the private caller.
From here all your private calls will be handled the same way.