“Click Here To Install” will damage your computer. You should eject the disk image.

I've recently updated Catalina, since then I get the error " “Click Here To Install” will damage your computer. You should eject the disk image" on many things I download.

I realise it's because apple doesn't recognise the developer and thinks the files might be dangerous, but they're not. I know exactly where the files came from and there is no malware, so i'd like to be able to open them and install them on my computer.

How can I bypass this error? I have tried the old way of going into "system preferences - security - unlock" which used to give you the option to still open an app from an unidentified developer, but that option doesn't seem to be there any more.