Why not create a closed government only internet or intranet where all grids connect to each other but none have access to the main internet. No computer in the network can connect to the internet and the govnet, maybe even have a different protocol and other unique features. They could also use ai to determine if a command to say shut something important off makes sense if not notify someone in charge before following through on suspect actions.
The “smart grid” we are working towards does things like scheduling your AC and dishwasher to turn on/off depending on supply and demand fluctuations. To that end, every node, both consumers and energy producers, needs to be connected. To do this completely independent from the existing internet would amount to doubling the cost of our communication infrastructure. It would also defeat your purpose, because suddenly everyone on the grid has access to the network again, and could try to attack it.
You also need some connection, somewhere, to the “regular” internet. As just one example, consumption data is the basis for billing, which needs to connect to financial infrastructure.
And, finally, even air-gapped systems are vulnerable. See Stuxnet.
Logistics and attendant expenses most likely - especially with practice to gain any actual benefits.
Say everyone has a registered nonrepudiatable cryotographic certificate - a decent idea in theory. However apply it to every accessible grid communication part including ones which may cycle in and out and could have secrets extracted. Suddenly it doesn't provide as much benefit if a hacked SmartMeter can get in anyway and there is deniability. Better than nothing but you could have likely gotten better bang for your buck with strict firewall rules or hiring a swarm of consultants.
Similarly vetting commands has two problems - one is that reaction time may be critical. Second the judgements themselves are complexity and may be a source for errors - especially when they are "triage" ones that cause a shutdown or damage to avoid greater damage