FZF not working with Vim shell set to PowerShell

- Category
- [ ] Question
- [ ] Bug
- [ ] Suggestion
- OS
- [ ] Linux
- [ ] macOS
- [x] Windows
- [ ] Etc.
- Vim
- [x] Vim
- [ ] Neovim

In `vimrc`, I set the shell to PowerShell:

```
if has("win32")
set shell=pwsh
set shellcmdflag=-Command
set shellpipe=|
set shellredir=>
endif
```
If I then type `:FZF`, the Windows CMD prompt opens instead of the command being executed.

The same happens for other commands, eg
```
nnoremap ,T :call fzf#vim#tags('^ ', {'options':'--exact +i'})
nnoremap ,G :call fzf#vim#grep('rg --column --line-number --no-heading --color=always --smart-case ""', 1, {'options':'--exact --delimiter : --nth 4.. --query= +i'})
```

How do I make `:FZF` and other commands work with the Vim shell set to PowerShell instead of the default CMD?