I'm having the same problem as you: trying to set up a Jenkins node on macOS Catalina. When a build is running, it fails with this error message when trying to code sign an app. Interestingly, there are other codesigning steps before the failing one, which do succeed.
I looked at the command parameters and found differences between the successful and unsuccessful one. The first one has "--preserve-metadata=identifier,entitlements,flags" set, the failing one "--entitlements ..."
Which process fails during your build pase exactly?
I'm seeing the same thing with TeamCity buildAgent 2019.2. I've added a bunch of shells and Xcode tools to Full Disk Access and Developer Tools privacy settings, but no luck so far. Please post if you find a solution.
note: Execution policy exception registration failed and was skipped: Error Domain=NSPOSIXErrorDomain Code=1 "Operation not permitted"
Also receiving the same error. Tried both Xcode 11.1 and 11.3 on macOS 10.15