Quickfix
I had similar issue and I resolved it doing the following
Alternative 1: Disable sandbox
As this article explains in depth, groovy scripts are run in sandbox mode by default. This means that a subset of groovy methods are allowed to run without administrator approval. It's also possible to run scripts not in sandbox mode, which implies that the whole script needs to be approved by an administrator at once. This preventing users from approving each line at the time.
Running scripts without sandbox can be done by unchecking this checkbox in your project config just below your script:
Alternative 2: Disable script security
As this article explains it also possible to disable script security completely. First install the permissive script security plugin and after that change your jenkins.xml file add this argument:
-Dpermissive-script-security.enabled=true
So you jenkins.xml will look something like this:
<executable>..bin\java</executable>
<arguments>-Dpermissive-script-security.enabled=true -Xrs -Xmx4096m -Dhudson.lifecycle=hudson.lifecycle.WindowsServiceLifecycle -jar "%BASE%\jenkins.war" --httpPort=80 --webroot="%BASE%\war"</arguments>
Make sure you know what you are doing if you implement this!