I shouldn't check phase margin in bandgap (and other biasing circuits), because result of AC simulation may be deceiving. If u want u can fit phase and gain margin of negative loop though AC simulation. But always check stability during transient analisys with slow and fast supply voltage ramp.
I cite :
" Verification of the biasing circuit has to be done by transient simulation,
with slow ramping of the supply voltage first, followed by switching of the
load current and supply voltage. AC small-signal simulations may be
deceiving. For example, it is interesting to notice that AC simulations of the
phase margin in the voltage regulators provide results that would be
unacceptable in the OpAmps (5o phase margin, for example). Yet, the
simulations of step-response transient or experimental verification of this
response on the silicon chip show quite sufficient excess stability. Also, the
start-up problems in biasing circuits are likely to cause conditional
instability, and AC simulations do not detect this circuit problem."