Running actions on your own machine doesn't solve cache poisoning or supply chain attacks, your VM will download compromised npm package or github actions the same way GH runner does.

Version pinning/script disabling makes a compromise slightly less likely, rolling your own package server helps a lot (but who got time to maintain version whitelist).

Honestly the best solution is to have minimum amount of dependencies. You don't need a GH action to ping indexers or generic foreign key library for your backed, hammer one yourself.

That and scope all your keys so the leak won't be as devastating 🤷‍♀️