If I create a workflow script and run it in the Groovy Sandbox, with this line:
now = new Date().format("yyyyMMdd")

I get this error:
org.jenkinsci.plugins.scriptsecurity.sandbox.RejectedAccessException: unclassified method java.util.Date format java.lang.String

And I do not get any option to approve it for use in the Script Approval UI. If I don't use the sandbox, the script works OK.