I've done some more investigation this morning, and I think I've
narrowed down the problem slightly further. It seems I *can* upgrade
'dkms' (and also install 'shim'), as long as I leave 'shim-signed'
uninstalled, although this has a few caveats...

It seems if I 'sudo apt-get purge bcmwl-kernel-source && sudo apt-get install 
bcmwl-kernel-source' while the 'shim-signed' package is installed, then this 
builds a "broken" 'wl' module which always gives the message 'modprobe: ERROR: 
could not insert 'wl': Package not installed' when you try to modprobe it (even 
after purging 'shim-signed' and rebooting).
However if I 'sudo apt-get purge bcmwl-kernel-source && sudo apt-get install 
bcmwl-kernel-source' while the 'shim-signed' package is NOT installed, then 
this builds a 'wl' module which works (even after installing 'shim-signed').

I also updated the BIOS on my XPS 13 9343 to version A19, but this made
no difference.

Because installing or uninstalling 'shim-signed' doesn't automatically
rebuild DKMS modules, this means you can easily get into some confusing
"conflicting" states, e.g. you can purge-and-install 'bcmwl-kernel-
source' while 'shim-signed' isn't installed (to get a working 'wl'
module), and then install 'shim-signed', and your WiFi will remain
working (with the old module), but the next time your DKMS modules get
rebuilt your WiFi will suddenly stop working (with the newly-built
module).

I know very little about kernel modules and secureboot, but from what I
can tell this is possibly a regression caused by
https://bugs.launchpad.net/ubuntu/+source/shim-signed/+bug/1748983
interacting with e.g.
https://bugs.launchpad.net/ubuntu/+source/bcmwl/+bug/1572659

** Also affects: shim-signed (Ubuntu)
   Importance: Undecided
       Status: New

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https://bugs.launchpad.net/bugs/1818134

Title:
  modprobe: ERROR: could not insert 'wl': Package not installed
  ubuntu14.04.5LTS kernel 3.13.0-165-generic

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