Did you tried to go to $JENKINS_URL/scriptApproval/ and look if you have some signatures pending to approve?
I had this problem and I had to update this page to add 4 different signatures. 

m4x1m0v3r This does not appear on `In-process Script Approval` unfortunately.

I have two Jenkins instances an on one of them i have scriptApproval.xml in jenkins home directory and on the other one I don't have any such file or directory, even if the plugin is enabled and running.

At least until these bugs are fixed can at least have a documented way to bypass these security measures? 

We also got this error, with no way to approve, when following the instructions here:

https://support.cloudbees.com/hc/en-us/articles/226122247-How-to-Customize-Checkout-for-Pipeline-Multibranch

Basically, the documented example way in which you are supposed to customize a pipeline checkout does not work at the moment.  The docs at the above url mention you will need to approve the access in script approval, but we also did not find any means to approve / allow this customization.

For people that find this later, even though we were not automatically given the methods to approve in the script approval UI, adding these to our scriptApproval.xml file solved the problem:

    <string>method hudson.plugins.git.GitSCM getBranches</string>
    <string>method hudson.plugins.git.GitSCM getUserRemoteConfigs</string>
    <string>method hudson.plugins.git.GitSCMBackwardCompatibility getExtensions</string>

Thanks gregcovertsmith I had the same issue with GIT plugin and adding the above lines helped me.

So this would need to be addressed by adding @Whitelisted annotations in the git plugin.

gregcovertsmith amontalban any insight into exactly what your scriptApproval.xml files looked like would be greatly appreciated. As of current LTS builds and plugins today I cannot cajole Jenkins into behaving (simply to get tags from a GitHub repo

I was able to work around a similar issue using (in my Jenkins config scripts):

def scriptApproval = org.jenkinsci.plugins.scriptsecurity.scripts.ScriptApproval.get()
scriptApproval.approveSignature('method hudson.plugins.git.BranchSpec getName')
scriptApproval.approveSignature('method hudson.plugins.git.GitSCM getBranches')

and now I can use "${scm.branches[0].name}" in my Jenkinsfile

c.f. https://stackoverflow.com/questions/47925058/how-to-approve-script-snippets-from-a-jenkinsfile-via-the-groovy-script-console

Would save a lot of grief for people if these methods were @Whitelisted 

Fixed in git plugin 4.1.0, released Jan 18, 2020.