For all of the below commands, cloning the shallow repository on the correct branch prior to adding them as submodules helps with some git commands "weirdness" on WSL. Just clone the repos, move the folder to the destination ("Dependency" on below commands) and then run the following commands.
git submodule add --depth=1 https://github.com/raspberrypi/pico-sdk.git src/Dependency/pico-sdk
git config -f .gitmodules submodule.src/Dependency/pico-sdk.shallow true
git config -f .gitmodules submodule.src/Dependency/pico-sdk.ignore all