You might not want to (or be able to) disable UEFI Secure Boot. In this case you can selfsign the evdi module.
Øyvind Stegard wrote a very clear and helpful guide for signing VirtualBox modules. You only have to replace step 5 by this:
# nano /root/module-signing/sign-evdi-module.sh
#!/bin/bash
for modfile in $(dirname $(modinfo -n evdi))/*.ko; do
echo "Signing $modfile"
/usr/src/linux-headers-$(uname -r)/scripts/sign-file sha256 \
/root/module-signing/MOK.priv \
/root/module-signing/MOK.der "$modfile"
done
# chmod 700 /root/module-signing/sign-evdi-module.sh
And you can ignore step 7.