Update security action

[lucasmacedot]

Describe the big picture of your changes here to communicate to the maintainers why we should accept this pull request. If it fixes a bug or resolves a feature request, be sure to link to that issue.

Types of changes

What types of changes does your code introduce to <repo_name>?
Put an x in the boxes that apply

• Bugfix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• Documentation Update (if none of the other choices apply)

Checklist

Put an x in the boxes that apply. You can also fill these out after creating the PR. If you're unsure about any of them, don't hesitate to ask. We're here to help! This is simply a reminder of what we are going to look for before merging your code.

• I have read the CONTRIBUTING.md doc.
• I have added necessary documentation (if appropriate).
• Any dependent changes have been merged and published in downstream modules.

Further comments

If this is a relatively large or complex change, kick off the discussion by explaining why you chose the solution you did and what alternatives you considered, etc...

[github-advanced-security]

This pull request sets up GitHub code scanning for this repository. Once the scans have completed and the checks have passed, the analysis results for this pull request branch will appear on this overview. Once you merge this pull request, the 'Security' tab will show more code scanning analysis results (for example, for the default branch). Depending on your configuration and choice of analysis tool, future pull requests will be annotated with code scanning analysis results. For more information about GitHub code scanning, check out the documentation.