I discovered, when I attempted to create my first Linux VM, Hyper-V not only has secure boot enabled (which is a good thing), it is set to only allow Microsoft Windows to boot (which is nasty). To restore standard secure boot behaviour, which permits any binary signed by the Microsoft UEFI CA to boot, the “Template” must be changed to Microsoft UEFI Certificate Authority (from the default Microsoft Windows). Once this is done, suitably signed (by Microsoft’s chain of trust) bootloaders will start.

Hyper-V secure boot template setting