Nov 18 2021 12:00 AM - edited Nov 18 2021 12:02 AM
I've been struggling with this as well. I think it's because of running a Core version.
FWIW, this does NOT fix it:
Install-Module -Name ProcessMitigations -Force -SkipPublisherCheck Import-Module ProcessMitigations
A relevant thread to "follow" might be: https://github.com/microsoft/PowerStig/issues/866