Instead of removing the kernel signature checking, I've just configured it correctly:

#
# Certificates for signature checking
#
CONFIG_MODULE_SIG_KEY="certs/signing_key.pem"
CONFIG_MODULE_SIG_KEY_TYPE_RSA=y
CONFIG_MODULE_SIG_KEY_TYPE_ECDSA=y
CONFIG_SYSTEM_TRUSTED_KEYRING=y
CONFIG_SYSTEM_TRUSTED_KEYS="/usr/local/src/debian/canonical-certs.pem"
CONFIG_SYSTEM_EXTRA_CERTIFICATE=y
CONFIG_SYSTEM_EXTRA_CERTIFICATE_SIZE=4096
CONFIG_SECONDARY_TRUSTED_KEYRING=y
CONFIG_SYSTEM_BLACKLIST_KEYRING=y
CONFIG_SYSTEM_BLACKLIST_HASH_LIST=""
CONFIG_SYSTEM_REVOCATION_LIST=y
CONFIG_SYSTEM_REVOCATION_KEYS="/usr/local/src/debian/canonical-revoked-certs.pem"
# end of Certificates for signature checking

To get there, I've just followed these steps:

sudo mkdir -p /usr/local/src/debian
sudo apt install linux-source
sudo cp -v /usr/src/linux-source-*/debian/canonical-*.pem /usr/local/src/debian/
sudo apt purge linux-source*

...which:

1. installs the Ubuntu Linux kernel sources
2. copies the certificates into a dedicated non-package-managed directory
3. removes any kernel sources package again

This process can be repeated whenever an update is required (e.g. new certificates).

In your kernel configuration file you will find this line:

CONFIG_SYSTEM_TRUSTED_KEYS="debian/canonical-certs.pem"

Change it to this:

CONFIG_SYSTEM_TRUSTED_KEYS=""

Depending on your source structure you might be able to do it via command line. Examples:

scripts/config --disable SYSTEM_TRUSTED_KEYS

or

scripts/config --set-str SYSTEM_TRUSTED_KEYS ""

EDIT: Another key has been added to the default Canonical kernel configuration since this answer was posted:

CONFIG_SYSTEM_REVOCATION_KEYS="debian/canonical-revoked-certs.pem"

So, it also needs to be dealt with for user kernel compiles to complete:

scripts/config --disable SYSTEM_REVOCATION_KEYS

See also git based mainline kernel compile notes.

I ran into this several years ago on a Debian build. In the .config file you copied from /boot find and comment out the lines CONFIG_SYSTEM_TRUSTED_KEY and CONFIG_MODULE_SIG_KEY.

During the build you can use your own cert or just use a random one time cert.

Found the above in this thread.

For your first question:

-> How to skip signature checking and proceed to compiling kernel to the end and get final output file/files so I can install it (linux 5.10.33)

Change your .config via the menu config UI:

# Navigate to the linux source directory (mine is at the root dir)
cd /linux

# start the editable menuconfig UI
make menuconfig

# Navigate to: 
# Cryptographic API
#    > Certificates for signature checking
#       > X.509 certificates to be preloaded into the system blacklist keyring
# Change the 'debian/certs/debian-uefi-certs.pem' string to ''

# Save your .config and exit the menuconfig UI