Bootcamp Support: Enabling TPM 2.0 on a MacBook Pro to run Windows 11 via an external SSD

Hi there, I have a 2019 Intel MacBook Pro that runs MacOS 14.3 and Windows 10 via an external SSD. I'd like to upgrade to Windows 11, however, TPM 2.0 is not currently enabled on my device.

I've followed this article (https://support.microsoft.com/en-us/windows/enable-tpm-2-0-on-your-pc-1fd5a332-360d-4f46-a1e7-ae6b0c90645c), however, am not able to select the UEFI Firmware Settings or the mentioned sub-menu.

Grateful for any assistance.