You can't change your MAC address on new Macs

Yay! This was fixed in the release of macOS Catalina.

Replace the MAC address in the following command to whatever you want and it should work.

$ sudo ifconfig en0 ether 00:80:48:ba:d1:30

For almost a year the ability to change the MAC address on MacBooks has been broken or disabled.

I can't find any official statements from Apple clarifying but since this issue has persisted for so long I assume it is intentional. I really hope it's not.