workflow: update sg-setup (#42860)

* use asdf action

* only do asdf step

* switch back to pull request event

.github/workflows/sg-setup.yml

@@ -1,11 +1,10 @@
 name: sg-setup
 on:
-  push:
+  pull_request:
     paths:
       - '.github/workflows/sg-setup.yml'
       - 'dev/sg/dependencies/**.go'
       - 'dev/sg/internal/check/**.go'
-
 jobs:
   test:
     strategy:
@@ -25,9 +24,14 @@ jobs:
       - name: Install Go
         uses: actions/setup-go@v2
         with:
-          go-version: 1.18
+          go-version: 1.18.7
+
+      - name: Install asdf plugins
+        uses: asdf-vm/actions/install@v1
+        if: ${{ runner.os == 'Linux' }}
 
       - name: Test dependencies (${{ matrix.os }})
+        # We add the path since the bash environment does not properly get sourced due to the env not being interactive
         run: |
-          go test -timeout=30m -v \
+            go test -timeout=30m -v \
             ./dev/sg/dependencies/... -sg-setup=${{ matrix.os }}