To build upon @vanadium's answer, you also need to remove any conflicting bindings. Otherwise, as I found out, the new keybindings may not work.
For example, I like to use "['<Alt>Fn']" to switch to workspace n` (1 to 12, one for each function key). But some of these shortcuts conflict with default ones.
Here is how to get the list, as per this answer (in my case of using <Alt>Fn):
gsettings list-recursively org.gnome.desktop.wm.keybindings | grep '<Alt>F' | grep -v 'switch-to-workspace'
In the default keybindinds, I see e.g. begin-resize, begin-move, etc.
Remove those with, e.g.:
gsettings set org.gnome.desktop.wm.keybindings begin-resize "[]"
Then, set all your workspace switching shortcuts at once:
for i in {1..12}; do echo $i; gsettings set org.gnome.desktop.wm.keybindings switch-to-workspace-$i "['<Alt>F$i']"; done
Then it all works.
gsettings set ..., you also need to remove potential conflicts (it seems that, as of Ubuntu 20.04.2 LTS,gsettingsdoesn't do that for you). See my supplemental answer. – Pierre D Jul 08 '21 at 14:42