Secure Boot: MacBook Pro (15-inch, 2018)
 

I'm just setting up a new Mac. I wanted to test external booting and realised the A2 in my new Mac makes this a little more complicated to set up.

Will you be writing a guide to how we are supposed to set this up? I'm somewhat nervous tinkering with this in case I leave my machine unbootable!

No real trick here. You have to enable booting from external devices in the security preferences in Recovery (Cmd+R during power on; look in the Apple menu once you're in Recovery.)

But apart from that, it'll all work as you're used to. Your backup is still a valid OS and secure boot will be fine.

Note that I do suggest formatting your backup drive as APFS.

That was easier than expected but I think changing to AFPS is actually necessary. I was having trouble getting it to recognise a startup disk without that.

Might have been incorrectly partitioned as HFS+? Anyway, APFS is preferred, yes. :)