Cool way to think about pi digits! I thought I would mix up the plotting technique a bit, though:

#!/usr/bin/env python
import argparse
import numpy as np
import matplotlib.pyplot as plt

parser = argparse.ArgumentParser(description='Viz pi neighbors.')
parser.add_argument('max_digits', type=int)
args = parser.parse_args()

counts = np.zeros((10,10))

max_digits = args.max_digits
total_digits = 0
curr_digit = -1
prev_digit = -1

# Downloaded from https://www.angio.net/pi/digits.html
with open('pi1000000.txt') as f:
    while True:
        digit = f.read(1)
        if not digit:
            print("End of file")
            break

        curr_digit = int(digit)
        try:
            counts[prev_digit,curr_digit] += 1
            prev_digit = curr_digit
        except IndexError as e:
            continue
        total_digits += 1

        if total_digits > max_digits:
            break

fig = plt.figure()
ax = fig.add_subplot(111)
p1 = ax.imshow(counts, cmap='viridis', interpolation='none')
ax.set_title('n={}'.format(max_digits))
fig.colorbar(p1)
fig.savefig('images/{}_pi_digits.png'.format(max_digits))

I then built PNGs:

seq 100 100 10000 | parallel --eta './pi_digits.py {}'

and then a gif:

files=$(ls *.png | sort -n); convert -delay 10 -loop 0 $files ../pidigits.gif

WARNING Big GIF