Reference each policydefinitionId from the data source using ${data.dataSource.dataSourceName.*.id[X]}

AzurePolicySetResource_withDataSource.tf

resource "azurerm_policy_set_definition" "security_governance" {

  name         = "security_governance"
  policy_type  = "Custom"
  display_name = "Security Governance"
  description  = "Contains common Security Governance policies"

  metadata = <<METADATA
    {
    "category": "${var.policyset_definition_category}"
    }
METADATA

  policy_definitions = <<POLICY_DEFINITIONS
    [
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[0]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[1]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[2]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[3]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[4]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[5]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[6]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[7]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[8]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[9]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[10]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[11]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[12]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[13]}"
        },
        {
            "policyDefinitionId": "${data.azurerm_policy_definition.security_policyset_definitions.*.id[14]}"
        }
    ]
POLICY_DEFINITIONS
}