Question about Custom Object Capabilities -- How to Model a Picklist/Enum

It looks like Custom Objects supports only string, integer, boolean and number types. We need to add an element to our custom object that is essentially a picklist but it seems like we cannot do this without hardcoding. I get the following error:

{"errors":[{"code":"BadRequest","status":"400","title":"Bad Request","detail":"data.schema object instance has properties which are not allowed by the schema: [\"enum\"]"}]}

How are people working around this limitation?