With the latest version of Apple Mail (v 16.x) it no longer supports plugin. So we can no longer use the GPGTools plugin for Mail.app which I have been doing. Although they are working to get Apple to deliver better extension support so we can still use GPGTools. You can read more about that in this article at GPGTools.
But you can still digitally sign your emails. You can choose to use a certificate, even though they are usually more costly to get and maybe a little more “messy” than GPGTools to get to work.
I’ve found an Italian company (Actalis) that issues free certificates for personal use so you can digitally sign your emails. I neither can or will endorse the company but I’ve not read anything negative about them (after a not that extensive Google search) - and I’ve been using them for the last year. And today I had to create a new certificate for a new year. They only have one year validity.
The process is straight forward and the website is in English (and Italian). Just visit this page https://shop.actalis.com/store/it-en/certificati-s-mime. You have to either have or create an account and then just follow the instructions. If you want to have a cert with longer validity, you have to cough up some cash.
Apple has a little KB on how to use the certificate. Check out this page.