You can also change the policy for the process without escalation:

Set-ExecutionPolicy Bypass -Scope Process

I think this is what CI process does.

That said, perhaps we should update the readme with this instruction?

This also seems to work - PowerShell.exe -ExecutionPolicy Bypass -File .\build.ps1

I configured tasks.json as follows and that seems to work for windows. Not sure about other O/S

{
    // See https://go.microsoft.com/fwlink/?LinkId=733558
    // for the documentation about the tasks.json format
    "version": "2.0.0",
    "tasks": [
        {
            "label": "Build",
            "type": "shell",
            "command": "Set-ExecutionPolicy Bypass -Scope Process; ./build.ps1"
        }
    ]
}

You want to raise a PR for the change to tasks.json?

Also, Github tip, if you paste code or console content into here, putting three backticks above and below it makes the spacing make sense.

Like so:

code
   formatting

I've updated your comments to fix the formatting.