GitHub Actions is a widely used platform to automate the build and deployment of software projects through configurable workflows. As the platform's popularity grows, it also becomes a target of choice for software supply chain attacks. These attacks exploit excessive permissions, ambiguous versions or the absence of artifact integrity checks to compromise the workflows. In response to these attacks, several security scanners have emerged to help developers harden their workflows. In this paper, we perform the first systematic comparison of 9 GitHub Actions Workflows security scanners. We compare them regarding scope (which security weaknesses they target), detection capabilities (how many weaknesses they detect), and performance (how long they take to scan a workflow). In order to compare the scanners on a common ground, we first establish a classification of 10 common security weaknesses that can be found in GitHub Actions Workflows. Then, we run the scanners against a curated set of 2722 workflows. Our study reveals that the landscape of GitHub Actions Workflows security scanners is very diverse, with both general purpose and focused scanners. More importantly, we provide evidence that these scanners implement fundamentally different analysis strategies, leading to major gaps regarding the nature and the number of reported security weaknesses. Based on these empirical evidence we make actionable recommendations for developers to harden their GitHub Actions Workflows.