Hi Andrew,
may I as why you need to import a .pfx onto the Linux SCOM Agent?
Usually if you do a Linux Discover and Agent Installation the Management Sevrer (or Servers), which is (are) part of the Linux Monitorikng Ressource Pool install the Linux agent autmaticlly, the get the the .pem certificate from the Agent, sign it and then copy it back to the agent. this happens in a transpert and automated way.
If you want to do a manual agent installation, then you need the certificate from teh agent (.pem file), have to copy it to the Management Server, sign it and get it back to the agent. This is described here:
Install agent on UNIX and Linux computers from the command line
https://learn.microsoft.com/en-us/system-center/scom/manage-install-crossplat-agent-cmdline?view=sc-om-2016
This is also a nice overview:
Deploy SCOM Agent to Linux Manually
https://scomanswers.wordpress.com/2015/06/08/deploy-scom-agent-to-linux-manually/
Hope I was able to help.
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Regards
Stoyan Chalakov