@Tom Wrigglesworth, Thanks for posting in Q&A.
From your description, I know you want to know whether user group or device group will take precedence on WHFB policy.
Based on my researching, if you want to apply settings on a device, regardless of who's signed in, then assign your policies to a devices group. Settings applied to device groups always go with the device, not the user.
Policy settings applied to user groups always go with the user and go with the user when signed in to their many devices.
Therefore, user group take precedence on device group and if you do not want shared devices apply WHFB, to avoid applying WHFB to shared devices, do not use users with WHFB policies to log in to shared devices. Hope this can help you. If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.