We have some recent work that enables node-level privacy for training GNNs!
This was accepted as an Oral at PAIR2Struct, ICLR 2022:

"Node-Level Differentially Private Graph Neural Networks"
Ameya Daigavane, Gagan Madan, Aditya Sinha, Abhradeep Guha Thakurta, Gaurav Aggarwal, and Prateek Jain.

URL: https://openreview.net/pdf?id=BCfgOLx3gb9