That depends on the level of paranoia and complexity of hardware/software.
H_C recommended settings with WD on high settings, is the best compromise between usability and security. It is already very restrictive, so the user has to be careful when adding the new restrictions. Blocking some sponsors (for example script interpreters mshta.exe, hh.exe, scrcons.exe, etc.) or using SUA, can be recommended if the user has to keep the vulnerable/unpatched software. But on the updated Windows 10 with the safe web browser and updated software, it is not required. Yet, if the user is afraid of being exploited anyway, then adopting SUA would be a good prevention.
If nothing is exploited then nothing malicious can use the sponsors, bypass UAC, etc.
The executable exploits are blocked by forced SmartScreen. The VBScript & JScript malware are blocked by SRP. PowerShell is highly restricted by Constrained Language mode. Malware in the wild, can often use the weaponized documents to exploit MS Office or Adobe Acrobat Reader applications. But this vector of attack is already mitigated in H_C recommended settings (Documents Anti-Exploit).
If the user wants to lock the computer temporarily, then it is possible by loading the predefined max settings in H_C (Windows_10_All_ON.hdc), set <Enforcement> = All Files, and set WD max settings. This can be done with a few mouse clicks (Log OFF from the account is required).