Passing in a UUserWidget* and using TakeWidget(); solved this for me
void UStaticBPLibrary::ShowLoadingScreen(UUserWidget* inWidget)
{
FLoadingScreenAttributes LoadingScreen;
TSharedPtr<SWidget> WidgetPtr = inWidget->TakeWidget();
LoadingScreen.WidgetLoadingScreen = WidgetPtr;
GetMoviePlayer()->SetupLoadingScreen(LoadingScreen);
}