I got the following to work:

gh completion --shell powershell |Out-File -FilePath gh.completion.ps1 -Encoding utf8
./gh.completion.ps1

or

gh completion --shell powershell |Out-String |Invoke-Expression

@dougbu I tried running gh completion --shell powershell |Out-String |Invoke-Expression in my PowerShell, which produced no output. Subsequently typing gh followed by space and pressing TAB triggers file autocompletion, not command autocompletion, sadly. Does this need to be placed in $PROFILE? I was under the impression that this would (temporarily) work in a shell in which the command was ran.

@JanPokorny the completions themselves are seemingly incomplete. If I type gh pr then hit tab, I get completions for the rest of the command e.g. checkout. But, I don't get completions for anything but files if I just type gh .

W.r.t. your profile, I found the command didn't work because profiles aren't sourced. Needed the following in my profile:

New-Item function::global:Complete-gh -value { gh completion --shell powershell | Out-String | Invoke-Expression } >$null

I then execute Complete-gh at the PowerShell prompt. It's a bit clunky and there's probably a better way to do this.

in my $profile file I added:

Invoke-Expression -Command $(gh completion -s powershell | Out-String)

and I get the expected result in a new powershell window. Agreed, though, I expected gh <tab> to give me some options and it does not.

Ah, great. Thanks @bc3tech❕ (The lack of completion after gh likely confused me when I set this up.)